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Here's a one line solution.

Put this in your functions.php file:

add_action('template_redirect', 
                  function(){
                      ob_start();
                      }
    );

ob_start() begins output buffering, so nothing is sent to the browser. That means wp_redirect() works from anywhere, including in a shortcode. When the script terminates, the buffer is automatically flushed and the whole page is sent at that time.

Cheeky ... but it seems to work for me!