How do you prevent thermal shorts in shelf angles? Can anything be done to eliminate the heat loss at these angles?

I am not aware of any way to completely avoid a thermal short at shelf angles. However, it is possible to reduce the effect.

Shelf angles are often bolted to the structure. Full height shims are typically used in these bolted connections to accommodate construction tolerances. There is a gap between the angle and the structure in the region between these shims. This gap can be filled with insulation. The bolts are generally spaced on 2-foot centers and a thin layer of insulation can be used in the 21-inch space between the anchors.