Shamans are an “elect” found in many Gloranthan religions. They are often outside but adjacent to the cult structure, although some cults do make use of shaman-priests (for example, Aldrya, Daka Fal, Gorakiki, Hykim and Mikyh, Jakaleel, Kyger Litor, Waha, and Yelm). Such shaman-priests are integral parts of their religion.
More common are shamans that are simultaneously initiates of a given cult and shamans of the Horned God. Such shamans might be known as Earth Witches (Ernalda and other Earth cults) or kolatings (Orlanth and other Air cults), they typically hold no official position within the cult hierarchy and are not supported by the temple (any more than any other initiate is).
Other shamans are tied to no cult except the Horned God and any spirit cults they choose to found.
What all shamans have in common is their ability to interact directly with the Spirit Plane, be it through Discorporation, their Fetch, or other shamanic abilities. A mortal, corporeal being, a shaman can communicate with the dead, “demons”, and other spirits without being possessed or becoming their instrument.
I find the incorporation of shamanism into the Yelm cult (the Golden Bow) particularly fascinating. We have a great celestial entity (the Sun God) who has several sons and messengers who are charged with watching and helping mortal beings. The shaman is an initiate who specializes in dealing with the spirit world, in particular fire elementals and celestial beings, and whose spirit can rise up to the celestial realm.
The Golden Bow is a path for a Yelm initiate who becomes a shaman. It is common among the horse lords, not very common among the Dara Happans of the 7th Wane. It was likely more common in the 3rd and 4th Wanes though…