The orbit around the sun should be similar/identical to a denser object of the same mass. However, the orbit around the shell planet would be very different. The strength of gravity is dependent on F = G(m1m2)/R^2, where G is a constant, m1 and m2 are the masses of the two bodies, and R^2 is the distance between them. The shell world gravity of a Neptune-sized planet that's hollow (say, a 5 km deep shell) would be:
Neptune Diameter (ND = 50,000 km).
Neptune Mass (NM = 1.0241 × 10^26 kg).
Earth Diameter (ED = 12,756 km)
Earth Mass (EA = 5.97 x 10^24 kg)
Neptune's earth-gravity at the surface is: 11.15 m/s². Despite being 12 times more massive than earth, the gravity is less than double, because the diameter of Neptune is much larger, and gravity is proportional to the distance between masses squared.
On your shell world, the shell mass (SM) would be:
[(4/24)* pi* ND^3 - (4/24)* pi* (ND - 5km)^3]* Density.
SM = 1.96×10^10 m^3 * Density.
To have the same gravity as earth at the surface, your shell mass needs to be:
FR^2/Gm2 = m1,
F = 9.8 N, m2 = 1 kg
m1 = 9.177×10^25 kg.
Therefore, the density of your shell building material must be:
Density = SM/(1.96×10^10) = 4.67×10^15 kg/m^3. For reference, the density of steel is 7840 kg/m^3.
The thicker the shell, the less dense your material would need to be, but the less shell-like it becomes.
If you didn't care about the gravity on the surface and made your shell out of a steel-like material (in density), then your shell would only have a mass of SM = 1.96×10^10 m^3 * 7840 kg/m^3 = 1.54×10^14, translating to a gravity of 1.6437214738×10^(−11) Newtons on the surface. This ISS is 450,000 kg. The ISS, at the surface, would experience only 0.0000074 (7.410^(-6)) Netwons of force. That's such a small force that essentially nothing would be able to orbit the shell world. On the upside, it would also be very easy to land and take off from the surface, and the structure itself wouldn't collapse from its own gravity well. Orbiting around the shell world isn't even needed because many spaceships ship could generate 7.410^(-6) newtons of thrust for years on end without expending more than a hundred kg of ion fuel.
In conclusion, the shell either needs to be made of extremely dense material, or it shouldn't have a noticeable gravity on its surface, meaning nothing could orbit it.
This shell would have no Roche limit, as it produces essentially no gravity itself. However, it would be very susceptible to other celestial bodies' forces.
If any of my math is wrong, I apologize. Please let me know and I will do my best to correct it.