If I play Lysandre {*} when my opponent has Shiftry's "Shifty Substitution" Ability in effect, does Lysandre {*} go to the Lost Zone or not after it has been played?
Shifty Substitution does not affect the Prism Star rule, so Lysandre {*} would go to the Lost Zone.
Source: TPCi Rules Team (2020-12-10)
If I play Nessa on my turn while my opponent has “Shifty Substitution” in effect, do I still get to Paralyze the opponent’s Active Pokemon if I use Drednaw’s “Vise Wave” attack?
Yes, because even though Shifty Substitution replaces Nessa’s usual effect the Supporter card still has the same name, so Vise Wave will still paralyze your opponent.
Source: Vivid Voltage FAQ (2020-10-31), TPCi Rules Team (2020-11-12)