Shaw was called directly before the tribunal by the match review panel on Monday and not given the option of an early guilty plea after his contact with umpire Michael Vozzo during Thursday night's loss to the Cats was deemed intentional.
After the club's training session at Gosch's Paddock on Tuesday morning, Lockyer said players were aware contact with umpires was not permitted, and didn't seem overly confident about Shaw's chances of beating the charge later in the day.
"I think the umpires and the AFL and the tribunal make it pretty clear that you're not supposed to touch the umpires," he said.
"I think every player throughout the league should know that you don't touch the umpire.
"As was seen with the Brett Kirk incident last week [when the Swans' captain made contact with an umpire in round two] they sort of want to make an example.
"We're right behind Heath, but whatever happens, happens."
Regardless of the outcome of Shaw's hearing, the running defender is perhaps a doubtful starter for Friday night's clash with the Brisbane Lions.
He was absent from Tuesday morning's session as the club continues to monitor his recovery from cramp, although he was spotted in the rooms following Thursday night's match with his right thigh strapped.
Should Shaw miss, the Magpies will be forced to make at least three changes to the side that faced the Cats.
The club's skipper, Nick Maxwell, will miss the next two matches after Collingwood accepted the match review panel's two-game sanction for rough conduct against Geelong's Steve Johnson.
"It's disappointing; Maxy's a wonderful leader and that's why he's the captain of the club, so for him to get his two weeks is disappointing," Lockyer said.
"But fortunately for us we've got a lot of guys at VFL level who've been playing pretty good football and we've got a lot of guys to choose from, so the club's in a pretty healthy position selection-wise."
Lockyer said veteran forward Anthony Rocca, who booted three goals in Collingwood's VFL win, was edging closer to his first senior match of the year.
He nominated Steele Sidebottom and Danny Stanley as others in line for a selection call-up.
And Lockyer also said the Magpies, who frittered away numerous opportunities in front of goal against the Cats, had been working on rectiftying the problem ahead of their round four clash with the Lions.
"No side goes out there to miss goals, clearly," he said.
"It's one of those things and it turns into a bit of an epidemic among the group, the confidence drops a little bit and you just need someone to kick one.
"Yeah, we've done a bit [extra] – not a hell of a lot more than what we'd usually do – but certainly it's been a focus."