Bolt Chain is indeed "cannot miss". I have updated the tooltip text accordingly.
Being Stunned or Shocked vs. Turn Delay:
Characters in Demon accumulate energy over time: when they have enough energy, they act!
A turn delay functions by simply reducing your energy, which effectively delays your next turn. A turn delay can push your energy negative, however, each turn delay you get increases a "stagger" counter: the higher the counter, the less effective turn delays are. The counter resets when you take a turn.
Stun or Shock set your energy to 0, then set their own duration to be exactly how long it will be before you can act.
So the answer to your question is: no, it does not remove the delay... however the two don't stack. If you've already turn delayed something below 0 energy, Stun/Shock won't remove any energy. If you've turn delayed something and it still has energy, Stun/Shock will set it to 0... but that'd have happened anyway.