I've searched for "SHGFI_" in the Lazarus directory.
1/3 The declarations of SHGFI_SMALLICON, SHGFI_LARGEICON and SHGFI_ICON have been removed from both lcl/interfaces/win32/win32extra.pas and lcl/interfaces/customdrawn/customdrawn_winextra.pas files because they are declared in fpc twice already. 3rd party applications build with Lazarus should use the shellapi unit provided by fpc.
2/3 The constants are used in the lcl/interfaces/win32/win32wsshellctrls.pp file but the removal of the declarations won't affect it because this unit already has shellapi in the uses clause.
3/3 The constants are used in the lcl/interfaces/win32/win32themes.pas file reason why the shellapi unit has been added to the uses clause of the implementation.
Test the patch and if it's ok you can apply it to the official sources.