Why it should give problems? because shimano says u need to stick with their own stuff? Campagnolo says the samething hehehe
U wont have problems with the link at all, besides from what i have read KMC is the OEM manufacturer for shimano, the funny thing is that KMC chains are better. I wish to see a D.I.D road chain for example, but looks like they do not even male them and find the track ones is pretty hard now a days.