Hi! I've attached an example blend.
1_ Link the group called "group"
2_ Make a proxy of the armature
3_Go to Pose mode and move bone.001
4_ Press ctrl Z
You'll notice that the custom shape of bone.001 rotates, that is because the "at" property of the bone custom shape gets erased with UNDO.
So, that is the bug, the "at" property of custom shapes gets erased when you use protected layers and you do UNDO in a linked armature