Thermal Shock

Not a problem. I think what you may be thinking of is the caution not to introduce cold water into an already hot boiler. That can create a good deal of thermal shock, and if it's just no your day crack the boiler. But starting with both the boiler and the water cold or cool -- not a problem.

I think you're overthinking it -- although I can see where you are going with your thinking, and it isn't completely trivial.

The main thing is that it is unlikely that one zone will be pumping in much more than a gallon or two every minute (and that water will be room temperature), into a boiler which is warm -- perhaps 160? -- but full of water. That new water coming in will mix with the hot water, but it will take some time to bring the boiler water down to a cooler temperature, and by that time it is likely that the return water will be warming up. That situation is not likely to cause a thermal shock problem.

Where there is the potential for a serious problem is in a steam boiler which has run low on water. At that point there may be -- probably is -- a good deal of iron at very high temperature above the now low water line. Hitting that with cold water can and does crack the iron, not only from the fast cooling but from the fact that it will be localised. This is also why makeup water should always be added to a wet return in steam practice, never directly to the boiler.