I've fixed the white screen of death by putting the snubber (100nF 630v+ 100ohm 1/2w) in parallel with the load (fan) and now all is ok: can switch on and off with no more shelly white screen at the off condition happens.
I've noticed a little similar behaviour than you, driving a FAN MOTOR device.
The Shelly 4 PRO EM goes goes 'lock' as the internal contact gets OPEN. So I think some extra power is getting INSIDE shelly due motor is decreasing rotation: this gets the device locked/reset/...