I'm neither a chemist nor a physicist, but I doubt your disposable lighter is made of frictionless material. Hence, shaking the lighter will cause friction between the liquid (butane) and the vessel. Friction causes heat. So the liquid, and hence the gas, will heat up, regardless of the effect of your hand.

But as soon as you open the lighter, pressure drops (as gasses escape). Gasses that rapidly drop in pressure cool. No idea how this offsets things.