I'm not sure I'd go that far, although Allan Moore has always expressed surprise that anybody thinks Rorschach is the hero of Watchmen. Shane is built a little differently as a character, but it does look as though Shane would appeal to certain political sentiments or beliefs about leadership. Or would be like Rambo, in that he becomes a kind of fantasy site for those who crave strong-man bully leadership.
Actually, I see Daryl as the "Rambo" character.