Part of it could be that you're doing it too slowly, but if you're doing the dumb WBallz dairs in the middle of multishining, then you're hitting the A button on your way to B and you're too slow. I've been putting a little bit of work into my dubshines recently and sliding from Y to B has been working fairly well. If you can consistently grounded shine OoS, it's the same movement.
It doesn't matter if you hit the A-button on the way to B
if your timing is right since melee ignores attack/special/x-y inputs (a/b/z/x/y) if they've been active for more than one frame, and since given correct timing the A input is read by the game during falco's unactionable frames of jumpsquat (1-4), and discarded unless the button were released for a frame and re-input on an actionable frame (also melee doesn't have negative edge so the attack can't come out on release).
The single biggest waste of time people spend trying to learn how to multishine from X to B is all the time spent practicing not hitting A, because it's such a huge misconception that you have to avoid it. Whether you hit A does not matter, the only thing that matters is what frame the game reads the first B input. There's a slight caveat in that, if you were to hold jump from input through frame 4 of jumpsquat, the time until your character touches the ground for a frame-perfect tas-like (read: no one does this) multishine is increased by 1 frame (the only way I can think of this happening is if you purposefully press and held Y and hit b with the pad of your thumb to do the shine input). Because that caveat is impossible to do from X to B, or when moving the thumb from Y to B, the only thing, at all, that someone has to care about when practicing or executing multishines or double shines is hitting B exactly 6 frames after hitting x or y, which is entirely dependent on the timing of the motion of the thumb from the jump button.
It means u are doing it too slow. U need to shine before the jumpsquat (5 frames) is over. Its worth noting that the fast part is going from jump to shine, NOT going to jump after the first shine.
ex.
Shine (However long u need to set up) --> Jump (5 frame starts) --> shine (before 5 frames are up or u will jump)
the shine input needs to be on frame 5 of jumpsquat exactly (not before), as melee does not have an input buffer, which is why double shining and multishining is a frame-perfect technique.
I'm trying to practice double shining. I usually use y to jump, but for double/multishining I'm using x. I saw the tutorial with squid in it, so I'm using the sliding method. I'm getting better but what exactly does it mean when i do a short hop/ full hop down air after the first shine instead of the second shine?
if you're full-hopping it means that you're way way too slow; a full hop occurs when the game reads a continuous jump input from the jump input through to the last frame of jumpsquat, which including the input frame of jump means if you're seeing a full hop that your thumb is pressing x for 6 frames (the game reads the jump and transitions you into the 5 frame jumpsquat animation, a full hop means it reads a jump input through the entire animation).
if you're full jump dairing or short hop dairing it means you're pressing A on frame 5 of jumpsquat or later, which also means you're way, way too slow. The technique is very fast and requires consistency in execution, the 6 frames from first jump input to shine means that you're pressing B a 10th of a second after you press X. If you press B too soon, you short hop, if you press it a frame or more too late, you shine in the air. if you full jump, you held jump for 5 frames. If you dair, you hit A on frame 6. The latter two scenarios mean you are far too slow and just need to practice the motion of moving your thumb to B quickly and consistently (as seen in Squid's multishine video). Ignore anyone who says it's because you hit A.
Seriously, the TL;DR of this whole post is: just practice going from X to B comfortably without tensing up, at any speed, until you can do it quickly out of the game, then just practice doing it in the game until the right speed clicks in your head for pulling off multishines with Falco. Then just practice doing it under pressure.
Also if you don't want to get punished while trying to use it, you have to be able to do it without thinking of how you're going to execute it at all, otherwise you should just be pillaring or shine-grabbing, since both are effective, give you more spacing control, and are far more lenient on frame-related timing and therefore have a better investment reward ratio for practicing. The issue with multishining as an option is that, while it defeats oos options like grab, jump aerials, & spotdodge, the opponent can roll out of it; which gives double shine specifically the exact option spread of shine into fading dair/nair, and less of an rps advantage than shinegrab, while being far more difficult than either to pull off. If you're thinking about the technique at all during execution, you're going to waste valuable mental resources required to react & punish a roll (from multishine) or to rapidly address the situation after a double shine (turning a double shine into a double shine grab, double shine aerial, double shine wavedash out, just jumping, etc).
That said, it's swag as ****, and being able to do it consistently & on command gives you an incredible amount of control over the exact moment you want to place a hitbox, so I'm glad you're practicing and working on using it.