I didn't see you mention if you were using TFP methods of water maintenance or if you have a proper test kit from
TFTestkits.net
The reason I ask is because without knowing your other parameters, I not sure why you'd "shock" if you suspect you have metals...unless you failed an
Overnight Chlorine Loss Test test.
Eg. The cloudiness could have been from adding sequestrant, for example, not from algae. The way to tell is the OCLT test. Bu of course, hindsight is 20/20....I'm only sharing this to help you understand a better way forward next time
Your situation certainly sounds like iron oxidization. In which case, No, you shouldn't have shocked right after adding sequestrant as it will just oxidize/waste the sequestrant. When you're finished slamming, you'll need to replenish the sequestrant, preferably with a HEDP type like Jacks Magic or Metal Magic.
In general, by using TFT testing and daily water treatment methods, the goal with known metals is to always avoid ever needing to shock/slam, and also to be in the habit of regularly controlling ph to the lower side, eg 7.2 ish for best results.
That said, one thing that might help you filter it out right now is a
The Slime Bag | The Easiest Way To Maintain Crystal Clear Pool Water. -- with the attachment to put on a return. If you try that, hope it helps.
Sorry I can't be more use in helping you ID where the metal is from..,fertilizer? Rusting parts? Its hard to track down. Do try. But in thr mean time tht filter bag might help, plus more sequestrant.