Try to add to the shift model like this:

from odoo.exceptions import UserError # in the import list
@api.multi
@api.constrains('state', 'user_id')
def _check_open_shifts(self):
    user_ids = self.mapped("user_id") # assume that shift user field is called 'user_id'
    for user in user_ids:
        open_shifts = self.search([("state", "=", "open"), ("user_id", "=", user.id)], limit=2)
        if len(open_shifts) > 1:
            raise UserError("Only a single open shift is allowed per user")

Hi,

You can check how the warning is shown in the attendance module. In it if the employee is checkd in once, on next checkin(without checkout)  and system will throw a warning message .

Thanks