I’d never thought about the structure of The Shining before. Wendy and Danny do seem like the typical protagonists of a horror film — their goal is to escape the monster. But I think your explanation of Jack as a protagonist who gives in to his shadow side is more fruitful.
Some noodling:
So what’s Jack’s goal? His external goal is to take care of the inn during the off-season. Who opposes this goal? The dark forces from the inn’s past. As he succumbs to their lure (e.g. the scene in the bar), he becomes more malevolent.
Jack’s need is to write his novel. In theory the isolation of the inn should be a productive environment, but if anything the external loneliness makes him vulnerable to the dark pre-existing (hence the historical photograph with him in it) internal demons. His inability to escape these demons parallels his writer’s block (i.e. the inability to put himself on paper — “all work and no play” = he can’t integrate his dominant side and his shadow, so the shadow takes over).
I wonder if “A Clockwork Orange” is more a case of the protagonist becoming the antagonist (i.e. Alex succumbing to the brainwashing), but then reverting to his old self and succeeding at his goal.