It's definitely a risk. But if they made a move like that (for Ryan), they'd have to aggressively try to extend him. He's got elite breaking + off speed stuff so I think he'd age gracefully. IMO, he has to be the priority target.
If the Cubs dangled Shaw for Gray, they can probably get a reliever back in that package or a secondary piece. I've liked Whitlock for years. Without Shaw, I'm not sure what the Red Sox would be interested in. They have a GM who's trying to save his job and they need MLB ready talent in the worst way. Maybe Ramirez? They'd have no interest in an OFer.