It could be that the shaking didn't have an effect. But equally, it could have had an effect. The spooky bit is that the other ball 'knows' whether it did or not in a non-local way.
Unfortunately, I have neither the experience nor ability to progress that thought much further so, if someone wants to go off and get a Nobel from it, feel free...
Sounds interesting. I wouldn't be surprised if it turns out that these two particles are really just a single particle in a different dimension that we don't know it exists yet.
“Separate entities” may just be an artifact of intelligences trying to divide sense data about the universe into chunks they are capable of processing.
If two random photons used in an experiment weren't ever really separate entities to being with, even before the experiment ever started, then one should probably conclude that /all/ photons are not really separate entities.
Otherwise, every quantum experiment we've ever done has just /happened/ to pick two photons that were actually one entity, unlike most other photons.
To belabour the colours and boxes analogy:
We have 2 balls, if one is orange the other is always purple and vice versa.
Now these balls have an extra property. If you shake them vigorously they may or may not change colour randomly.
So, we put them in boxes without looking and take them far away from each other. Now, some time after they are far apart and before you look in the box, you shake one of the boxes. You then look.
In QM, if the ball you observe is orange(purple) then you know the other is purple(orange). But the other ball can't have known ahead of time that a) you were going to shake your one and b) that it changed colour (or didn't). That's why it's spooky.