We continue the investigation of limit fluctuations of stationary measures of the asymmetric simple exclusion processes with open boundaries (open ASEP), complementing the recent result by Bryc et al. (2023). It was shown therein that in the fan region of the phase diagram, an appropriate scaling limit of the height function of open ASEP converges in distribution to a stochastic process introduced by Barraquand and Le Doussal (2022), known as the stationary measure of the (conjectural) open KPZ fixed point. In this paper, we establish the corresponding convergence in the shock region. Our proof is based on the integral representation of the matrix product ansatz in terms of Askey-Wilson signed measures introduced by Wang et al. (2023). The analysis of the asymptotic behavior is more delicate here than in the fan region. In particular, our proof of the duality formula for the stationary measures of the open KPZ fixed point in the shock region is different from the approach by Bryc et al. (2023) taken in the fan region: ours relies crucially on a recent result by Bryc and Zatitskii (2024).