Water Hammer

Trying to find out if I need a professional to look at possible serious problem.
Have banging noise, not too loud, but annoying. Stops when hot water intake valve is shut off. Curious, all cold water faucets, including water to washer give cold water when hot water is shut off except the new shower faucet, which was converted from a two faucet to a one faucet. Bangin noise is loudest behind the shower. Is there an expert on this problem who would be willing to help me sort through this. I traced the lines back to the shower and there seems to be no reason the cold water should stop in the shower when I turn the hot water off, no branches off that would do this.
Thanks, its been over a year of trying to get to the bottom of this with no conclusions.

Most modern single handle shower faucets are "balanced".

If there is no pressure from the hot side, (someone turned off the water heater valve) then it won't let water enter from the now "unbalanced" cold side.

If you have banging in pipes, most of the time, it's a loose washer that is fluttering when water runs by it.

If it's just a bang when something is quickly shutoff, like for a icemaker, washer or dishwasher, then a hammer arrestor may be needed.

Some toilet fill valves will bang the pipes pretty well. I've found the Fluidmaster 400A bangs pretty good.

Something like a Korky Quietfill or a Mansfield brass ballcock does well.