flow change?, something irritating it, nipping at it, feeding, temp change from the new lighting, sudden change in water parameters, and yet can still be lighting...
Sadly, it is pretty much impossible to guess the problem. In fact I don't know if you have ever watched the TV show House, but not only is it one of the greatest shows ever, but it is a lot like what we have to do to figure out our tanks.
If something starts acting irregular then we have to diagnose it, starting with recent changes, and then looking for hidden problems.
Moving the shroom to a shaded area was a great idea for seeing if it is just the lights, although the waiting period maybe more then 2 weeks to find out if it is the solution.
I would do a full water work up if you have not already, salinity, PH, phosphate, nitrate, nitrite, calcium, alkalinity, and anything else you happen to have a test kit for.
If these all check out good, then you might watch the rock it is on, maybe come out at night with a red light and look for a pest that might have made it's home at the base of the shroom and is making it mad.
Some things like sundial snails, and a few other actually bore into the stalk and eat the insides of corals. Some hydroids although hard to see will come out and sting corals, especially at night.
I would say check the water, then check the tank at night to see what comes out to play, not just near the shroom but the whole tank.
Also look up the sundial snail and compare a photo to the snails in your tank, if you had one it would most likely be pestering more then your shroom, but leathers and stuff don't show as much response from what I have seen.
Which is my concern, shrooms are extremely hardy, and tolerant, so if it was a light change disturbing them, then something is either picking on them paticular, or they are just showing the most irritation.
I know there are zoanthid eating nudibranches, that will attack pretty much just zoanthids, I would guess there is something out there that prefers shrooms.
Just more unprofessional opinions.