Short hopping out of shine is harder than doing it normally because you have to quickly move your thumb from the B button to the jump button, so you can't keep it in the more comfortable/effective position it would normally be to short hop. Practice more. Start by doing it late (you have a really big window to jump out of shine after releasing the B button), and increase your speed incrementally once you can do it consistently.
I can't see why you'd use X to jump out of shine if you normally use Y, considering Y is closer to the B button so it should be more effective if you already use Y for everything else, but if it's more comfortable for you then go for it.