Baking in drinking glasses -- heat vs. logo paint, other issues
What you want to do has been done successfully. There is a video and instructions here:

Guinness Cake baked in Guinness glasses

I believe the greatest risk of thermal shock would come when you remove the cakes from the oven. Do not take the glasses out of the baking pan and place on a cool counter top (doing this can break some heat safe glass).  Cool in the baking pan on a cooling rack or on a pot holder/towel.

As far as the painted logo on the glass, if it is commercailly produced, the logo would have been heat processed/baked on, so the heat in your oven should not be a problem.