A Shortcut Can Be Real Yet Undiagnosable: Identifiability Limits of Observational Shortcut Auditing

A shortcut can be real yet observationally undiagnosable. Shortcut auditing is therefore an identification problem before it is an estimation problem: a fixed predictor may rely on identity-associated information even when the data lack the same-state cross-identity comparisons needed to reveal that reliance. We define predictor-specific reliance under an explicit target comparison distribution and distinguish full-target reliance, the support-restricted population estimand, and the finite audit estimate. If the target assigns positive mass to unsupported comparisons, full-target reliance need not be point-identified. Under bounded prediction discrepancy, partial support yields an identified interval whose width contracts with target-weighted support coverage. This result motivates a support-aware audit that reports prediction contrast, admissible pair count, and target coverage separately, and returns Abstain when no admissible requested comparison is available. In a controlled intervention that varies only auditor-visible support while holding the predictor and finite full-target oracle reference fixed, recovery fidelity improves in $39/40$ model–seed endpoints, while all $800/800$ zero-support views abstain. In CWRU vibration sensing, support thinning degrades recovery of the full-support observational reference in all five repetitions. At a fixed pair count, concentrated support incurs $12.4\times$ the recovery error of broadly distributed support at the median seed. Stanford battery EIS provides a complementary boundary case: substantial deployment degradation does not identify its source. Shortcut audits must therefore establish which predictor comparisons are observationally supported before interpreting estimated reliance.