...but we wouldn't pronounce it so that it sounds like "Shaun".

So how on earth would you pronounce it?

I suppose you might pronounce "Shaun" is some other way, to rhyme with "gown" or something like that, but both in these films and in the original film it gets repeatedly pronounced in the customary way.

And I can't really see how "shorn" could really be pronounced any differently. I know the English sometimes go in for some pretty weird pronunciations, but the Americans generally seem to prefer to pronounce words the way they look like they should be pronounced.