The SPO-turned-militant had decamped with two AK-47 rifles along with one Jahangir, who has already been arrested.
Shah, 34, was working with the Jammu and Kashmir Police as a Special Police Officer and had been given an out-of-turn promotion and selected as a constable.
The 45-year-old separatist leader, arrested last week on charges of waging war against the country and sedition, was booked under Public Safety Act on Thursday and shifted to Kotbhalwal Jail in Jammu.