Which glue should I use to bond sea shells to steel and/or stone?
Depending on how ‘shock-proof’ you need it to be, you have a couple options: silicon or epoxy.

Silicon is a bit more flexible, so if people or pets are going to be touching it, then this is what I would recommend. It is waterproof and really sticky until it dries. My advice is to get the transparent type used in bathrooms.

Two-part epoxy is theoretically stronger, but it might actually be too strong and might not bond well-enough with the steel.