TL;DR: don't decline without discussing the issue first. Ask your supervisor for a meeting, and try to sort this out before taking any further action.
You want something from your supervisor, the best way to start is to politely ask. First, I would ask for a meeting. This can be done face to face or via your usual communication channel. Either way, you can always be procative and tell them the goal of the meeting, as most managers like to know what they'll be dealing with, schedule an estimated timeframe and maybe even have another proposal or arrangement ready.
Hi Bob, can we schedule a meeting between the two of us to discuss the changes in my schedule and the training you've been enrolling me in? I'm not comfortable with that, I really hope we can find a solution that would fit better our expectations.
You're asking for a discussion, and your goal is to find a solution about something that's bothering you. You're not putting pressure in any way, but you're clear enough about what you don't like right now. You're giving an argument, not an ultimatum.
Once you're set up, have some arguments ready for the meeting, explain why you dislike the shift modification and the training area, but listen to their arguments first. Maybe the training is aimed at giving you more chances to succeed. Maybe they want you to be ready to move to another department, and then, if you don't want that, you'll have some more options to discuss.
Most of the time, we have professional and/or personal reasons why we don't want to do something. Be ready to explain what makes you feel uncomfortable, but also be ready to offer a solution maybe. What about giving this training a try? This new schedule a try for a couple of weeks? You can always turn it down later, once you know better. You can decline upfront, but why would you do that without listening to their offer?
You ask for a polite and professional way to decline? No matter what, you can't really do that without talking to your supervisor first and listen to their arguement, and explain yours. That will give you more time, with more insight, to think about your next step.