Not every exploit has to have shellcode, especially a local priv escalation one.
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The majority of Linux privilege escalation exploits I have seen have not used shellcode at all...
The exploit is always going to be a program, never just raw shellcode. The shellcode is merely a a string of pure machine code that performs a certain task (usually opens a shell, but can open calc.exe or anything).
With a privilege escalation exploit, you're going to download the exploit code, compile it, and then just ./exploit, and it'll either work or it won't.
The exploits listed are like the simplest exploits to run on exploit-db. you just compile and run them. you can use gcc. it takes 2 mins at the most . If the exploits dosent work then you dont have the vulnerable services that the exploit takes advantage of.