This is something I've also been curious about for a while, and I've always wondered about it since Greevil uses a Shadow Rhydon with Shadow End in the final battle. I've always had my Rhydon fights carry Lightning Rod, and I've never bothered to save and reset the fight for one with Rock Head. But if he had Rock Head, would it prevent the recoil damage taken from Shadow End?
Eldes' Marowak also gets Rock Head as one of its abilities and somehow I still managed to be unlucky and get Lightning Rod on it, so that's not something I can test.
This also applies to Shadow Rush in Pokemon Colosseum. I've yet to play it and I'm not even sure anything with Rock Head can be Shadow, but I'm curious about this too.