This is an excellent question!
I recently made the decision that all of our natural skincare products would be made without using any nut oils because of my eldest daughter's nut anaphylaxsis. But the beady eyed may have noticed I am still using Shea Butter in some products. The FDA in the U.S do class Shea Butter as a tree nut so in theory nut allergy sufferers could potentially have an increased risk of allergy to it. So this leads to the important question - why do I continue to use it in some of my products - (Emmy's Balm, Baby Buff Bath Melts, TLC Skin Balm, Butter Me Up Handmade Soap)
Shea Butter doesn't 'behave' like a typical nut!
My 6 year old is life threateningly allergic to the protein in peanuts and other tree nuts. Even trace amounts of these proteins will cause her imunogoblin E to trigger a severe immune response. Shea 'nuts' (sometimes called shea fruit butter) are mostly fat. A recent experiment found that after the fat was removed less than 1/30th of protein was found than contained in a cashew. BUT when known nut allergy sufferers were tested the immunogobulin E molecule barely bound iteself to the shea butter protein. I quote "the immune system does not seem to recognise it as a nut protein"
Purely as a safety precaution I don't use Shea Butter in my Chocolate Lips lip balm where it will be applied to the oral mucosa (aka lips!). Products applied on the mucosa (and incidentally the thinner skin around the eye area will get super fast into the bloodstream). That's me being over cautious and treating all my customers as potentially allergic as my little Gracie.
So in summary - as a nut allergy sufferer you are unlikely to be at an increased risk with Shea Butter.
*This does not mean people cannot be allergic to it as interestingly people with a LATEX allergy have an increased risk of an allergic reaction to the latex content of shea (similar to that of walnut), argan oil, avocado & bananas**
I hope that's useful info for you and I will be adding to the references belowwhen I come across ones that are credible and valuable.
Shea butter contains no IgE-binding soluble proteins
J Allergy Clin Immunol. 2011 Mar;127(3):680-2. doi: 10.1016/j.jaci.2010.10.022. Epub 2010 Dec 13.
Chawla KK, Bencharitiwong R, Ayuso R, Grishina G, Nowak-Wêgrzyn A.
Is there cross reactivity between shea butter and natural rubber latex? http://latexallergyresources.org/sites/default/files/newsletter-attachments/The%20ALERT%20Dec%202012.pdf