When you compile your project for HTML, you need to remove the non-HTML shaders from the project. If you don't, they try to compile and will throw errors.
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No, you don't need the first one. Just the ones labeled HTML. In fact, if you build for HTML with the non-html shader in your project, there's a good chance the game will yell at you. You'll have to remove it from your project completely because Yoyo doesn't allow you to specify assets per export, unfortunately.