Brown stains as a consequence of shocking are a clear indicator of iron (or very rarely, manganese) in your pool water. Testing your pool for iron, after shocking, is likely to show no iron -- it's already been converted to forms NOT present in the water, including the stains you see.

Testing the water you FILL with should show iron (or if you have well water, possibly, manganese) UNLESS (a) you use water from water company, or (b) have a water softener, or (c) have a well with variable water levels. In other words . . . it's complicated.

Fixing the stains is also complicated.

Lowering your pH to 6.8 - 7.2 -- but NO lower!! -- and adding HEDP will likely re-dissolve the iron. The products that contain HEDP are often labeled 'metal removers', but that's rather deceptive. In fact, what you are doing is MOVING the iron from your pool walls, back into the pool water!

If you want specific help, you'll need to supply more info, including:
1. Test results + plus info on HOW you tested
2. Filter type (sand, cartridge, DE)
3. Chemistry type (feeder, SWCG [salt], etc.)