According to my authoritative resource, saying,"My snake is going into shed", is grammatically correct. In this statement, the word "shed" is used as a verb, to describe an action, or state of being.
If you consider "in shed" to be a place, then it would be used as a noun, and still grammatically correct, as it would then become the subject of the statement.
In the statement, "This is a shed skin", it is used as an adjective to directly describe the skin.
And, if these videos made you go, that's an interjection...
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