Both are used pretty much interchangeably in spoken English. There is a very subtle difference, however; -When you say shocked BY something, you are saying what made you shocked. - When you say shocked AT something, you are saying that you have a feeling of shock which was directed at something. It's purely a question of emphasis; 'shocked by' places the emphasis on the thing which caused the shock, whereas 'shocked at' places the emphasis on the person who is shocked. I would therefore say that in the first example you give, either option is correct, whereas in the second option you should use 'shocked by', because the rest of the sentence makes it clear that the reason for the shock existing is because of the shocking nature of what she saw, rather than anything intrinsic to the person. I hope this makes sense!

By