I've checked this out empirically. Based on the combat feedback:
Your shifted crit range is based on Unarmed, AB on Creature (checked with Wpn.Focus),
and (I believe) damage is Creature.
Related(, and slightly 'duh'):
Shifted + Unarmed = Creature attacks.
Shifted + Unarmed + Shield = Unarmed attacks. (1d3 (medium) + Strmod)
Shifted + Weapon (+ Shield) = Weapon attacks.
I tried the devastating critical feat (unarmed) with the natural attacks of some shifter (pnp) shapes and it didn't work. I guess it would be nice if we could collect info like this here and someone would add it to the manual.
Usually, I would say it's okay to just "try it yourself" but considering the discrepancies between character sheet/combat log/what actually happens, I think it would be good to have information like this in the manual.
Did you try Devastating Critical (creature)? I'm not sure if it's possible, since I never tried, but I think that's what you would need for most of the shifted forms.
It would be pretty easy to change PnP Shifter so that, when you shift, it checks if you have Improved Critical (unarmed), Devastating Critical (unarmed), Weapon Focus (unarmed), etc., and adds the corresponding creature weapon feats. Is that a reasonable thing to do? I can't find the details right now, but I remember a Bioware precedent--they made at least one of the unarmed feats apply to creature weapons as well, if I remember correctly.