Interesting theory. it's quite possible that shapeshifters are not really 3 dimensional creatures. it's possible WE are not three dimensional creatures either, it's just that we never evolved sensory organs to perceive it while changelings depend on it to manipulate their molecular structure.
That way their underlying particles still stay entangled even when they change into gaseous forms or energy.
Wasn't Laas even able to travel at warp speed under his own power?