Season 20 Holy Shotgun Paladin - Which stat to choose?

Solution 1:

According to this "Aegis of Valor Heaven's Fury Crusader" guide best stats for your rings are:

• Socket
• Critical Hit Chance
• Critical Hit Damage
• Area Damage

And this is what this guide says about CDR:

Heaven's Fury Crusaders are heavily Cooldown-dependent, so try to your best to reach a 60%+ CDR point in your sheet to ease the strain on your Obsidian Ring of the Zodiac resets.

If you have around 60% CDR already I suggest rolling CDR into Socket (this is the most important thing - Legendary Gem in this socket outweighs any single stat) or into second critical stat (if you already have Socket since you mentioned only 1 crit). If you are far from that CDR limit, I suggest rolling Attack Speed into Socket or crit - your build's goal is to deal damage with shield reflects anyway, so your own attack speed is less relevant.

As for your second question about damage difference - check this answer.