No, there is no risk of thermal shock.
During the SolarKeymark thermal certification, the modules are tested according to the ISO9806 standard. One of the tests is dedicated to internal thermal shocks. An excerpt from the standard reads:
“The panels can occasionally, on hot and sunny days, be subject to a sudden admission of cold heat transfer fluid resulting in a significant internal thermal shock, for example after a period of shutdown when the installation is returned to service and the panel is at stagnation temperature. The aim of this test is to evaluate the ability of a panel to withstand such thermal shocks without failure.”
During this test, our hybrid Spring module was subjected to 1016 W/m² for 1h and then water at 17°C was injected for 5 minutes to check for possible shock failures. Our panel did not suffer any.