Is it possible to run shell script with user TMSH access

Well - shell - bash can be given to admins and res admins. But there are cases like remote roles where you cannot give bash for res admin. Only it has to be an admin. So it depends what type of authentication your box is having.

Also its not a good practice to give bash for res admin. Only admin should have bash. Res admin should have tmsh access alone.

Sometimes for automation, You would need an admin account to get the jobs easier.