Shulkers with shells closed take damage/flash red when hit by snowballs, eggs or other shulker bullets. This is unlike arrows and tridents, which bounce off and deal no damage.
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Can confirm in 21w03a.
Can confirm in 21w05a.
Can confirm in 21w06a.
Can confirm in 21w07a.
Video attached.
Can confirm in 1.16.5 and 21w08b.
Can confirm in 21w11a.

Confirmed for 21w15a.
Can confirm in 1.17.1.
Can confirm in 1.18.1.
Can confirm in 1.19.
Can confirm in 1.19.2.

Can confirm in 1.20.5 pre-release 4 and 1.20.4.
[media]
Can confirm in 20w51a.