Anointed Procession and Kalitas
Hi,
The Procession only cares about “effects” that make tokens, and effects are from resolving spells or abilities. If the creature would be dying due to a resolving Fatal Push, the Procession can apply to it, since the tokens are being made due to the resolution of the Push resolving (Kalitas replaces the creature dying with the creature being exiled instead and making a 2/2 token, and the Procession replaces that with making two tokens instead). But a creature dying due to state-based actions (like being dealt lethal damage from a Shock) is not dying due to an effect (remember: Shock doesn't kill creatures, state-based actions kill creatures). In the case of Shock, since the token is not being made due to an effect from a resolving spell or ability (but from dealing with state-based actions), the Procession will not apply to it, and only one token will be made.
Yes, this is kind of weird, but not really unprecedented (Doubling Season and something like Vivid Creek work the same way: if the Creek is put onto the battlefield due to a resolving spell or ability, the Season can apply to it, but if you play it as your land drop for the turn, the Season will not apply to it).
Thanks,
Nathan Long
Magic Rules NetRep