How common is shock loss in donor area after hair transplant with FUE?

Shock loss can occur in the donor area of an FUE procedure, but this is uncommon with this type of surgery as there is no tension on the wound compared with the FUT procedure.
The FUE doesn’t create permanent hair loss when done properly. If done poorly where over-harvesting occurs, donor hairs can subsequently be forever lost.

While having genetically fine hair causes the hair to appear thinner, there is no evidence of an increased risk for hair loss. Pattern hair loss occurs in all hair types with each having different characteristics, or areas of loss.   

Shock loss is very common after an FUE...or FUT... or most any surgical procedure!  It can happen in both the donor (less common) and the recipient areas and finer hair might predispose you to it, but it is not a guarantee that it will happen.  Good luck!