No, I don't think there was any confusion in that second point. I read the function in your library, then I went looking for secp256k1.GenerateShared Secret that you use, there.

I don't think there's any issue apart from the one you mention about how the private key is generated, i.e. what they warn about in your original comment. (and this is always a big concern to address, whether doing ECDH or anything else).

And as for pubkeys, which are the only source of a "twist attack" type concern, The secp256k1.PubKey object is almost always going to be generated from ParsePubKey right? The only other way is via a constructor, and there is no concern there anyway.