Assuming there is even an ocean near the battlefield (big assumption, btw) I still believe Thor will lead off with physical/energy attacks, of which Shaw will readily absorb, WAY before he'd think of BFR. I feel confident about Thor fighting like that, because, well, that's how he battled ALL of his opponents in the films. Hell, he even KNEW the power of the Destroyer, and he still used physical attacks against it first. He's a brawler.