Where´s mah Katsura? Seriously, when was the last time Katsura appeared in a serious arc and did something badass? Where is our Noble Fury?
About Shou-chan dying...eh.
I think we are jumping the gun. It´s probably something along these lines:
The Shou-chan we see in the flashback wasn´t the Shogun - it was someone from the ninja school who looked like the Shogun - or maybe Zenzou met him somewhere else. The point is, Zenzou was killing the person he knew since childhood who was destined to take the Shogun´s place in a time of crisis - as he looks just like the real Shou-chan.
The bit about "if I become shogun" was meant in a sense of "if I take the place of the shogun one day". In other words:
Zenzou probably got his "way of the ninja" from that person. From a small age this person was trained and prepared to one day take the place of the shogun and "take the bullet" for him - if there should ever be a serious attempt at the life of the shogun himself. Zenzou, who didn´t care for any of that stuff as a kid, met that person - and was impressed by how he took his own fate - how he could smile despite knowing that his whole life will revolve around dying for someone else - living the life of a fake.
Or something like that.
I mean the whole "look closely at that dead shogun, old man"-stuff...he´s the best shinobi there is, we´ve heard this over and over again - do you think he´d leave any traces?
But if Sorachi really killed off Shou-chan...I´m impressed. It actually makes this arc so much better, especially if the relation to Zenzou turns out to be something really heartbreaking - as in he had to kill his old friend, because that´s what being a shinobi is all about - you take jobs for money and fullfill your mission. That´s it. Even if your target is someone you know and love.
Though I hope Zenzou doesn´t die - in my eyes, his Gintoki´s equal - as in Gintoki (seems) to be the strongest samurai. Zenzou is the strongest shinobi. They both like to slack off, read jump and try to act cool whenever they have the opportunity to do so - and they both have a demon inside of that, that once it is triggered, you´d better stay out of their way.
Also, the strongest shinobi alive shouldn´t die - at least if it´s not the last arc.