How do we know that Lanyon Is vulnerable to shock? Has Stevenson sufficiently prepared us for the disastrous effect of Jekylls revelations?

We really don't know that Lanyon would die from shock. I think hints and clues are scattered around the plot that something pretty terrible is going on but we aren't prepared for Lanyon's death from shock. Lanyon's death from shock is merely a vehicle for Stevenson to highten the suspense and add another dimension of mystery to the plot.