When designing a convergent-divergent nozzle one may have a normal shock in the nozzle or oblique shocks at the end, depending on the nozzle area vs. pressure. Are there any structural or fluid problems in having such a shock, i.e. are there any reasons to avoid this (other than loss of efficiency)? There is no combustion in the nozzle.

At the normal shock, there will be a strong rise in pressure. The pressure on the upstream side of the shock will be very low--below ambient--and the pressure on the downstream side of the shock will be near ambient. If anything, the load on the nozzle is greatest on the upstream side of the shock, where the pressure differential between the fluid inside of the nozzle and the ambient air outside of the nozzle is greatest. Downstream of the shock, the pressure inside and the pressure outside are nearly the same.

Probably the condition which imposes the greatest structural stesses on the nozzle is the overexpanded condition, where the pressure inside of the entire nozzle is well below ambient.