Did Rolo Kill Shirley?

Rolo reveals thereafter that he had indeed killed her because she had intent to kill Lelouch. Thinking Rolo's excuse (Shirley's intent to kill Lelouch) has to be a lie, Lelouch pretends to praise Rolo for his act. Her death was officially ruled as a suicide by a coroner.

Did Lelouch really love Rolo?

He was torn between consciously hating him, but unconsciously still having feelings for him. Of course, that changes after Shirley dies. It's pretty clear he absolutely loathes Rolo after that, and clearly states he intends to use him up and then throw him away.

Who killed Rolo Code Geass?

He dies after managing to escape their pursuers, but content in the knowledge that the time he spent with Lelouch was real and, while he may have been used as a tool by everyone around him, possibly even Lelouch, his final action was of his own free will. Rolo in his final moments.