Indeed, this risk is present, but quite rare. The FDA in the United States has issued a warning about this, after detecting 6 cases per million doses, but all after the first dose of the vaccine only.
That being said, Guillain-Barré syndrome is a known complication of shingles, and the vaccine, by helping to prevent shingles, may also help to reduce the risk of this complication.
I hope I've been helpful, please feel free if you have any other questions!