Wanted to consider all aspects so I appreciate the comments. The water and electric are rated direct burial and yes, there will be caution tape and tracer wire in the trench as well. We are rural, family farm, no inspection. "Proper disposal" would mean burial at a landfill so if they could be usefully buried here, it would seem preferable over adding to landfill. So that's the IF. The possibility of creating a void and settlement seems like a valid concern but we are talking just a few leftover new shingles - probably just enough for one shingle thickness in the trench. So while the consensus seems to be its a bad idea, I'd like to better understand the reasons.