[Solved] Breakthroughs and shock
From Raising an Army 2.3.3 Shock [S1, S2, S3]:
Shock provides an initial benefit in the Combat Phase that applies only in the first combat resolution of a turn.
That should be the same terminology used elsewhere, if it is not then a correction is necessary. The intent is that the Unit gets the shock benefit the first time it rolls combat dice against someone else in a turn. So, if the Unit is contacted by an enemy who had a breakthrough, as in your example, the Unit does get its shock modifier. If the Unit wins that fight and itself receives a breakthrough, hitting a new enemy, it will not get to use its shock there.