What do I do with the "shell stakes" on connectors?
It seems you are referring to the pins that are deliberately bent and usually larger than the others.

These are intended to provide a little friction to hold the part on the board before it is soldered.  Yes, these pins go thru holes like the other pins.  Sometimes such pins are for mechanical support only, and sometimes they double as a shield connection.

Do whatever the datasheet says.  The holes need to be the right size and at the right location so that the pins go in, but there is still some spring force that keeps the part in place.  This is intended to be enough force so that the board can be flipped over without the part moving.

Once the part has been soldered, these pins provide mechanical support.  External connectors need to withstand higher forces than ordinary components.  These pins are meant to take these forces without putting stress on the smaller pins that provide the electrical connections.