I think that getting 13.8 volts between the dosconnected neg cable and the shunt is probably correct. Remember that one of the functions that the Link measures is voltage and the connection between the neg and the shunt completes that circuit.
That also may be the reason you're getting a spark when you connect. If the Link is connected right it will be connected irrespective of the main switches and stuff being turned off.
The one thing you haven't mentioned yet is what is happening on the display. What lights
are on when everything is connected and are you getting any sensible readings when you push the buttons? Also, has the thing been properly calibrated? Meaning is the Link expecting to see the extent of the battery bank that you're showing it? There is a setup routine outlined in the manual that is a little iffy but it works if you follow it step by step.
I'm about to leave for my boat. I'll bring the manual back and we can have a more meaningful look at it.
Enjoy your weekend.