Are the special shipment really worth it or worth anything

I've found that I don't get special shipments on a semi-regular basis unless I have at least half of the Trials turned on. Activating one or two doesn't seem to boost your chances enough to get much of anything. As for whether they're worth it, you can get some interesting weapons and more Fade-Touched materials are always welcome. I see the shipments more as a perk than the point of the Trials. (For me, the point of the Trails is to make gameplay more challenging and interesting.)

Worth it for the fade-touched mats, and maybe the couple schematics (which you can just farm once then use the Golden Nug to save and reload).

It depends on what you're going for; there's something for everyone.

The DAwiki has a list of all of the relevant items. Some items are level gated, and once you reach level 13, the first tier of items no longer "drop," so you'll want to get everything you want before that point. At 13+, there are a new range of things.

There are weapons, accessories, recipes, materials, and runes. The weapons don't last very much for the most part, but that depends on when you get them, and for whom you want them, what your difficultly level is, and so on. If you really like the look of some of the weapons, like the staff, you could use it for a longer period of time on Casual setting because damage doesn't matter as much. Don't forget you have three followers who can make use of extra weapons, even if your Inquisitor doesn't use them. I personally don't make much use of crafting for followers that I don't take with me, so hand-me-downs go to those folks.

There are mage belts that are quite nice, and these will last the whole game, so you might want to look into those.

You can also "farm" the chest by save scumming. To do this, you make a save right before you open the chest. If the item you want doesn't appear, you reload and keep doing it until you get the item you want.