He got lost again August 6, 1805, when the expedition was at the Three Forks. He was dispatched up a fork the party had named Wisdom (the middle fork was named Jefferson and the placid fork, Philanthropy). He rejoined the party after three days by backtracking to the forks and following the trail of the others.
In 1807 he was with a party led by Nathaniel Pryor that was attempting to return the Mandan chief Sheheke to his people. He was wounded in an encounter with the Arikaras and lost a leg; he would eventually receive a government pension.
In 1810 he assisted in Nicholas Biddle's history of the expedition. Later, Clark asked him to join a fur trading enterprise, but Shannon chose to study law instead. By 1818 he had a law practice in Lexington, Kentucky, and later ran for senator from Missouri. He was buried in Palmyra, Missouri.