Unfortunately, testing cannot predict the severity of a reaction, just the likelyhood of one. There is new component testing that tests for specific proteins in certain allergens that has been found useful in predicting whether an allergic person is likely to suffer a severe reaction, but it is only available for a few allergens at this time. If you search in Main and Research, you should be able to find some recent threads about component testing.
Yes, you are correct - peanuts are not actually nuts. However, it may be difficult to find peanuts that aren't contaminated with nuts.
Also, I find your positive nuts to be an odd assortment because walnuts are not related to cashews or pistachios (though I believe those two are related and to mango as well). Pine nuts, I believe, aren't really nuts but seeds. It would be unusual to be allergic to that particular grouping. I think it's definitely worth further investigation to see which nuts you may actually be allergic to.
There is a blood test called Cap-RAST that might be useful in narrowing down the true positives. With my son, we compared the results of the SPT and RAST tests and the results that were similar we felt were the most likely to be accurate. From there we worked with the allergist to confirm the true allergies through a series of food challenges.
Did you often eat nuts? Did the cookies have nuts? If so, can you find out from your friend what kind? If you often ate nuts and the cookies had no nuts, it would be pretty rare to have your first reaction to cross-contamination. If so, that probably tells you that you have a low tolerance and need to be extra careful.
Also, did you have the mystery reaction first or the shrimp reaction? Sometimes after a reaction our bodies are primed to react and will show symptoms to things you are normally fine with.