Dapper and debonair in that "so-British" way that makes American women swoon, Shaughnessy exuded charm and fortitude as Shane Donovan on NBC's long-running "Days of Our Lives" for eight years before deciding to give it a go on primetime. His gamble paid off. After well-received guest spots on "Murphy Brown" and "Mad About You", CBS slotted him into the pilot of "The Nanny" which premiered on the fall schedule in 1993. Shaughnessy was the cool, collected, uppercrust British widower and Broadway producer whose household both comes unglued and is improved by the entrance of the Nanny from