We saw the star go dark well before the space station -pulverizing shockwave hit, so clearly there were two different rates of propagation there. But there was no evidence that the "darkening front" qualified as a harmful shockwave of any sort, and it certainly left the E-D perfectly capable of a warp 1 escape.
It does appear odd, though... There would probably be minutes of difference between the "darkening front" reaching the ship at lightspeed, and the ship's FTL sensors registering the star going dark. Why was the trouble first noted when the heroes saw the "darkening front" hit the portholes? Did nobody look at the viewscreen, where the same event should have been visible minutes before? It would actually be more consistent overall if the "darkening front" moved at FTL speed, and thus the sight of the star going dark reached the E-D almost simultaneously with the star going dark!
That way, we wouldn't have to insert a time delay into the darkening of the Veridian star, either - that phenomenon could also reach across the supposed 1-2 AU, 10-20 minute gap in an eyeblink and allow Soran to see his handiwork immediately.
Although the usual laws of nature can
be argued to remain in force at Veridian, because there's no reason not
to have an uninteresting gap in action after Soran fires the rocket and before the darkness reaches the planet. Why should the camera record two old men panting like huskies in summer heat, trying to catch their breath for ten minutes before trying to scale the steep cliffs again?