Hey there, so styling short codes: it really depends on what the short code delivers. A short code can produce all kinds of things. That is defined by the plugin author who provides the short code. If you want to style the output of a short code, it has to be done in the plugin settings or the plugin authoor needs to help you with that, not me.
Short codes in text: I mean, you could try to enable "content filter" In Lay Options. In lay options, just search for those words, and you will see the setting.
This should make it possible to have shortcodes in text elements too.
About short codes between two text elements, this, I think, really depends on the shortcode itself. Without a URL to where you have the issue, I can't really inspect and see what's going on, so if you could post a URL, that would be great.