They're pretty complicated, too.
Shazam is a mobile grappler.
Herculean Might grabs standing opponents, who can also be doing standing moves.
Achilles Clutch grabs duck-blocking opponents, or opponents doing low pokes. (anyone holding the down button)
Some Shazam normal strikes generate too much blockstun to be cancelled into one of those above command throws. (This is fair, otherwise Shazam could immediately grab anyone after landing any normal.)
But some of Shazam's strikes, barely generate any blockstun, meaning, they can be cancelled into the command grabs, and the opponent will be hit by whichever command grab corresponds to the way their currently blocking.
The ways to escape are either:
guessing correctly on the 50-50, making the chosen grab whiff
Jumping out, if possible after the normal move strike--
poking out, with a fast move, if possible.
You can mix a bunch of different normal moves to continuously change the way the command grab mixups are escapable.
One of the most common versions of these mixups is 2, 2-- which can be cancelled into herculean might, (will hit stand blockers for combo) Achilles clutch, (will hit low blockers, and low-pokers if they mess up timing) or Atlas Torpedo (Will hit low blockers, jump outers, and low-pokers if they mess up their timing, as the timing for poking out is different. ALSO, THIS IS COMPLETELY SAFE-- and keeps you just out of punishing range when used while you're hitting your opponents-- so you can try hitting your opponents again right after.)
There's a lot of variables, but many of them are in your favor as soon as you land 2, 2.
Especially since you can also cancel the first "2" kick into any of those special moves as well. So, somebody tries to poke out before the second kick in 2, 2 lands? You can cancel into achilles clutch, the low hitting command grab, and get a huge combo on them, as you've now interrupted their down + 1 low poke.
Wanna confuse people?
Cancel into one of your teleports, forward or backward. After a backward one, the opponent probably doesn't think you're going to atlas torpedo right back in, then meterburn that atlas torpedo, which leads to a hard knockdown, where your opponent can't tech roll away-- and you have almost a full second to set up many, many different knockdown mixups, which I'll add later.