You can drag/create playlists in from iTunes and then use the voiceover button to select and cycle thru them... Assuming you've got a more recent one and aren't in the stone age like previously claimed?
Read the manual for the 4th gen
https://support.apple.com/en_AU/manuals/ipodshuffle
I just don't know if it will only play that playlist or go to the next playlist once it's finished. Worst case create a playlist with that song repeated as many times as you want