Gshade is absolutely fine because it in no way interacts with any FFXIV file, it interacts with Direct X. Works under the same premise as Discord. Discord is also a 3rd party program but no one wants to bring that up in discussion because common sense would tell you it is able to. Despite of course Discord giving users an unfair advantage in clearing content. Honestly with how this community is I'm suprised people aren't banned for using Discord with FFXIV.

It's different from those other mods out there that directly interact with the game that aren't allowed, even though they all should be but that's another discussion altogether.