McCain had the additional claim to being a natural born citizen because the Panama Canal Zone was a U.S. Territory when he was born.
Even if that were true, the Canal Zone is not the same as the U.S. If a Panamanian national, for example, gave birth to a baby in the Canal Zone that child would not have been a U.S. citizen. If she have given birth in New York City then the child would.
Shelby is obviously subscribing to the Donofrio theory of citizenship which requires presidents to be born within the U.S. to two U.S. citizens.