We use white noise (shusher) during the night. Is this creating any risk? We are adhering to safe sleep practices.

Most of the evidence that Red Nose has about the benefits of Room Sharing are related to supervision/observation & being able to check on baby’s position when you rouse & wake.
This is particularly related to the risk of baby’s head & face being covered by loose bedding.
It is not possible to supervise (see & hear) your baby when you are sleeping.
This is why it is so important to have baby placed in a safe position & in a safe environment when sleeping.

Red Nose has the following information
Parents are not expected to observe their baby constantly. If your baby is sleeping in a separate room check baby regularly to ensure that the baby remains on the back and the head and face remain uncovered (as baby grows beyond 5-6 months they will move around the cot and roll over; settle baby to sleep on their back but let them find the sleep position they feel most comfortable in. A safe cot and safe sleep environment is still necessary for babies older than 5-6 months).
https://rednose.org.au/