In your Incryptid AU Krolia points out that Keith has a recognizably Shirogane fighting style. Do any of the others show similar signs of training? and does it ever cause trouble?
Lance might have some familiar combat styles when it comes to firearms. Shiro trained him specifically in how to properly use guns when Lance asked him to. That said, what Shiro trained him in there would be less unique I think, since he'd be going more into proper gun safety rules and not specific martial arts styles. The Covenant has a practical and military approach to firearms, they're not out there teaching gun katas and stuff like that from anime. More likely than not people would just know who specifically trained Lance how to use firearms because of the fact that he's using them at all as a chupacabra, so if he's whipping out a gun, probably the only other gun-using person in his friend group showed him how. Most of Lance's other training was the standard variety of 'how not to get murdered by monster hunters,' due to his combination of inexperience and urge to be a hero, but he has his own protections as a chupacabra if he needs to fight in close combat.
Hunk never asked for training from Shiro, so he'd never have anything recognizable. He's got his own defenses and he's used to using them. Who needs knives and judo chops when you have a literal stunning stare and hair that kills people if it bites them?
Pidge might have something familiar, one or two moves maybe, but nothing incredibly intense. She also has her own defenses as a bogeyman, but she's also pretty small and scrawny. Shiro definitely taught her to use the taser he gave her in her introductory section more effectively, but I think he mostly would have just stuck with self defense unless she asked for lessons in martial arts or blade fighting, and she doesn't peg me as being particularly interested. Because he is also a self-defense instructor for his "day" job, he would have taught her the normal, unrecognizable moves he teaches everyone else.
Allura has her own combat styles from her father, and probably would not be cool with learning Covenant moves, so I doubt Shiro ever offered. At most, they've sparred so he can make sure she knows some common Covenant tricks so she can protect herself.
Keith is the only one that really aggressively pursued combat and showed an interest in both martial arts and knife fighting, so he's the only one Shiro ever seriously trained. Keith enjoyed learning it, but also sparring and meditating and practicing his physical control helped him get better with his vampiric abilities. The others were never in that situation since they've always known what they are and were comfortable enough in their own skin, so they didn't need that extra layer of help.
Does it cause trouble? Rarely. People aren’t going to recognize Shirogane combat styles unless they’ve actively encountered a member of the family directly. Krolia was in a very unique situation there, where she’s been fighting and running from Shiro’s mother for years. Most people won’t recognize it, because most people died the first time they encountered a Shirogane.