> there aren't any patches for Shogo from Hyperion.

http://aminet.net/package/game/shoot/LauncherUpd
http://www.amiga-news.de/en/news/AN-2001-05-00218-EN.html

> Does it work on AS4?

Only with software rendering, and of course only on CPUs the WarpOS wrapper is compatible with, i.e. G2, G3, G4 and PPC440EP.