Can you overlay GIS shapefiles for more than one variable?

No. The GIS Shapefiles were created using the CDF data with each shapefile containing data for one probability level. As such, guidance in terms of how these shapefiles can and should not be used within a GIS approach is the same as that for the CDF data itself.

In detail

An alternative to using the GIS shapefiles created using the CDF data would be to create your own shapefiles using the sampled data. This dataset contains 10,000 samples of model variants with variables that are consistant with eachother. This will enable the user to overlay consistent variables in GIS (provided they are in the same batch).

Note that the same caveat applies when interpreting the resultant maps. These should not be interpreted in the same way as UKCIP02 maps. For more information about this see the inappropriate use on interpreting UKCP09 maps as weather maps.