They are for the host shell, gdb executes them on whatever host it is launched. The 'additional shell commands' used to work in the past but somehow they don't anymore, at least on windows. I hope someone will look into it soon.
Inserting 'shell do something' into 'additional gdb commands' should be the same thing as inserting 'do something' into 'additional shell commands' but I prefer the latter to work again as it seems more convenient.