Thanks for your answer. It makes sense, but I wanted to double-check before getting it all ripped back out of the switchboard, re-calibrating it, and then installing it all again
I'm not sure how to work out which (if any) of the clamps are attached to their original Shelly. Perhaps I'll attach all six clamps to one cable and see if any of them manage to agree on a measurement. (And, if not, switch them all to the opposite device and then try again.)
How much inaccuracy would you expect to see from an incorrectly calibrated transformer? If it's only a few percent maybe I'll just live with it. And is it reasonable to assume that even an incorrectly calibrated transformer would still measure zero accurately?