I am using Tunelf Spotify Music Converter to downloaded Spotify songs in MP3 and then use iTunes to transfer Spotify music to iPod Shuffle.
1.Import Spotify songs to iTunes
Open iTunes on your computer. And import the downloaded Spotify songs in MP3 or AAC format into iTunes library by clicking the top menu File > Add File to Library.
2.Connect iPod to iTunes
Plug iPod nano, classic or shuffle into PC via USB cable. In iTunes, click on the iPod icon to load the info of your iPod model.
3.Sync Spotify music to iPod
Click "Music" > "Sync Music" > "Selected playlists, artists, albums, and genres". Under "Playlists", check "Recently Added" where the downloaded Spotify songs are saved. Then hit the "Apply" button and the Spotify tracks will be automatically synced to your iPod as expected.