help steering wheel shake

Our front rotors get heated up and warp, that is wht a lot of people replace them with bigger cross drilled ones, you feel the warped calipers as steering wheel shake.

Well does it get worse when you lightly step on the brakes? If a rotor is warped bad enought shake the steering system when the brakes are unapplied then it should get orse when braking.

Otherwise who ever balanced your wheels did it wrong.

Sounds like an alignment or wheel balance issue. And a 25-30 foot lockup will not flatspot tires.

I'd check the wheel balance first. See if you can find a shop with a Hunter 9700 machine. It can perform "road force balancing" which I think is substantially more accurate than standard spin balancing. It places the wheel & tire under a simulated load to replicate what they actually experience on the car. I've had a lot of challenges with balancing on my Cobra's front tires (same basic problems you're experiencing), and the Hunter 9700 did the trick. One other thing: If you can find a shop that will let you into their shop while working on your car, tell the mech that you think you may have flat spots on your tires. He can run them up on the spin machine and you and he can inspect for them as the tire rotates on the machine. The Hunter 9700 will also give you a numerical index of the trueness of each tire.
I'm more inclined to believe that your panic stop did shave enough rubber to put flat spots in the tires or alter them enough to affect their balance. I find it hard to believe that one panic stop would warp your rotors, especially with such low mileage on your car.