The halyard needs to have enough angle to keep it from winding around the top of the furler. Harken (and maybe others) have a lead guide which solves that issue.

To keep the furler from winding, sailors tend to over tension the halyard which mis-shapes the sail.

http://www.harken.com/furling/

As for the shackle -- We use a quality snap shackle. It works fine. You should not be vibrating the head of the sail so that it becomes and issue. (Spinakkers get a lot more "vibrating" than your jib should.) If you feel compelled to use a pin shackle, I agree with your captive pin concern.

If you use a sail without a full hoist, you should have a tail on the head of sail which gets the halyard lead up to where it should be. Otherwise, you're risking halyard wrap.