First, I want to say that hopefully, the designing activity was aware of the temperatures scenarios, which you described very well.
I believe I have an answer why the designing activity, knowing the temperature conflict between the peening and plating spec, still elected to shot peen.
The answer is derived from a stress relief curve, found in Metals Handbook, Volume 4, ninth edition, Pg. 4, which shows that heating at 750°F for one hour relieves only 50% of the residual stress. Thus, 50% compressive residual stress is better than none!
In response to Walter, shot peening before nickel plate, although it does benefit adhesion, is performed primarily for the beneficial residual stress, to mitigate the loss in fatigue strength due to plating.
