I recently ordered some wine from a winery just after bottling, and was told the wine will be in bottle shock for a few weeks, but with screw-cap technology the bottle shock is much less than with cork. Not sure what bottle shock is, please advise.
It's not as alarming – or shocking – as it may sound, but, yes, you should take the winery's advice and exercise patience to be on the safe side.
It's a temporary condition that may occur after bottling. Rough agitation can mute or otherwise disturb wine's flavours and aromas. The chemistry is poorly understood, though many winemakers will swear it happens. Tannins, enzymes and other compounds realign themselves when the liquid gets sloshed around, altering the taste profile. With a few weeks' rest, things return to normal.
In some cases, if a white wine is denied oxygen as it goes into bottle, a browning enzyme will take over and discolour the liquid, rendering it darker, a condition referred to as "pinking in the bottle." As the wine mingles with trace amounts of air in the bottle over time, the enzyme turns off and the wine's original colour becomes restored.
There is an interesting description of this latter phenomenon in George M. Taber's excellent book Judgment of Paris, which among other things chronicles an early chardonnay batch produced at Chateau Montelena in California in the 1970s. That wine, which turned an alarming coppery hue shortly after going into bottle, eventually cleared up and went on to win the white-wine category in the famous 1976 competition in Paris against a field of some of France's best white wines.
As to the question of cork versus screw cap, I'm not certain there's evidence to support the claim that cork-sealed wine is more prone to bottle shock. I think you'll find opinions on both sides of that fence.