I assume you've checked the neck relief and action? Too high action and/or too much neck relief can certainly cause intonation issues.
I've had a couple of guitars that didn't want to intonate properly, but I never resorted to a shelf nut.
Usually for a stubborn guitar, I'd test intonation at the 3rd and 5th (maybe 7th) and 12th fret and find a happy medium between them all. Not perfect, but it gets my by without modding the instrument.