I have been testing sh404SEF with BibleStudy as well. The problem is with the link to the AllVideos Reloaded popup.
What I find weird is that it works from the Study List, but not from Study Details.
This is the sh404SEF url from Study List
/component/option,com_biblestudy/Itemid,53/view,studieslist/index.php?option=com_avreloaded&view=popup&Itemid=53&divid=7
This is the sh404SEF url from Study Detail
/component/option,com_biblestudy/id,1/view,studydetails/index.php?option=com_avreloaded&view=popup&Itemid=&divid=7
On the Study Detail page the link does not have the Itemid value.
I am not sure how to fix it. I have been looking at the BibleStudy code that creates this, but I can't fine anything. I have started looking at how to create a plugin for sh404SEF for the BibleStudy component.
I hope this information helps.
Nick