1. I've always taken the, "Shape shifting is magic," thing to be Harry's perspective on the matter. I think it's a situation of a hammer seeing the world as made of nails.
So, while shape shifting is a mystical and thus "magical" ability, it isn't mortal magic as a wizard casts it. I just don't see running water interfering with the Alphas, for example.
2. Changelings are probably protected. Until they make the Choice, they're basically humans with a couple of perks. The details probably depend on the local White Council situation with the Faerie courts.
Other scions are a case by case thing. Something part demon isn't likely to be protected. Something part angel (if that were to ever happen) probably would be, for a combination of religious and pragmatic reasons.
That's my take, anyhow.