When you attack friendly units that have shields (A-click your Zealots), the shield impact model is not triggered.
The Fix:
<CActorAction id="ColossusAttackShieldHitter">
<On Terms="Effect.ThermalLancesFriendlyDamage.Start" Send="Create"/>
<On Terms="Effect.ThermalLancesFriendlyDamage.Start" Send="ActionDamage"/>
<On Terms="Effect.ThermalLancesFriendlyDamage.Stop" Send="ActionDamagePhysics"/>
<On Terms="Effect.ThermalLancesFriendlyDamage.Stop" Send="Destroy"/>
</CActorAction>
This adds the same events for the friendly damage effect as already existing for the enemy-damage effect