The very earliest is during the animation or first frames of the 2nd hit of a combo... This is where it gets tricky bc you can't break between animations, so different characters start-ups are harder to read. Example: My friend has learned he can instantly break my jago's MK jump kick combo bc i usually press another MK right after to "start" the combo. Even before the animation visually starts, the input is already there, and the first frame is unfolding, he can still break.
As for regular breakers, I usually try to break auto-doubles bc those are based on distinct visual clues that you can try to remember.
Also don't forget, you can break ANY ender that comes after an opener. So if someone gets anxious and tries to end their shadow move they just started with, boom, instant break.
Also, some shadow moves are pretty easy to break once you get the timing. You have to press MK+MP 3/5 hits of the shadow to break it though.