There are no universal features on units that can immediately tell you whether they are shock infantry (previously labelled “light infantry”) or heavy infantry just by looking at them. You just have to know the various units well enough to be able to identify them by sight or you have to select the unit and hover the cursor over its portrait to see what it is tagged as.
If you are having trouble distinguishing between units visually, you can also consider disabling Temporal Antialiasing (TAA) with this mod or consider adding image sharpening with the Nvidia Control Panel or AMD Adrenalin programs, depending on what GPU you have. See this thread for instructions on how to add sharpening.
TAA makes the graphics blurry when the game is zoomed out. Disabling it or adding sharpening can drastically improve the game’s detail when zoomed out.
As an added note, not all shock infantry counter heavy infantry. The Coyote Runner and Eagle Runner Knight, for example, are both tagged as shock infantry, but the Coyote Runner counters artillery and skirmishers/archers, while the Eagle Runner Knight mostly counters cavalry.
EDIT: Shock infantry do not counter heavy infantry. Skirmishers/archers counter heavy infantry.