Known Quirks
There are two currently known bugs/quirks. Both are caused by Zazzle's feed output used by the shortcode.
Ambiguous Errors
Error messages are very unspecific and ambiguous. Unfortunately this is because Zazzle does not provide a way for the code to figure out what is wrong. This ranges from no products being returned because a search was too restrictive, there are no results, or because of any other reason. Unfortunately there is very little I can do to make the error more specific, but I am trying my best to find a way around this.
Results Cut-off
There is currently a known problem with Zazzle's feed and also their Store Fronts (on the Zazzle Website) which will cause the number of results to be cut short at somewhere between 1000 - 1100 products. Even though there should be pages of results after this point it will just return blank pages. I have contacted Zazzle about this via DM on Twitter and have so far had very little luck with responses. As with above there is no error returned, just no results. I have added some code to prevent crashing when no results are suddenly found, but there is little else I can as the problem is on Zazzle's side.
The amount of results you get before this bug occurs seems to be determined by how many products you show per page so please do keep that in mind.
Also note that because the feed's product total is correct the pagination will show an amount of pages as if no products were missing, until it hits a page where the results disappear. Once that point is reached the pagination will reduce to showing 1 page as the number used to generate the pagination becomes 0.
I will continue working with (pestering) Zazzle until this issue is fixed. Please consider politely nudging them too as it may increase the speed at which they fix this issue. Please also note that this issue doesn't just effect this plugin, it also effects their own website (on Store Fronts).
On a good note if Zazzle do fix this issue there should be no update needed for the plugin, it should just suddenly work correctly.
Pagination Functionality
A intended functionality that may seem like a bug, depending on your point of view, is that all shortcodes shown on the same page will paginate together. For example if there are 3 shortcodes and you paginate to page 4 all shortcode results will show page 4's results. It is possible to have them paginate individually, but the way to do it is quite bad from a user perspective as paginated pages will no longer be able to be bookmarked, or URLs would become extremely ugly.