Thermal shock is a special available to lasers and multi-cannons. It affects both shielded and unshielded targets and (in 2.1) imparts modest heat.
Thermal cascade is a special available to cannons and missiles. It affects shielded targets only and (in 2.1) imparts major heat from cannons, massive heat from missiles and catastrophic heat from packhound missiles.
All the above is changing enormously in 2.2 ... there are two stickied threads by Sandro in the Beta forum about it.
Incidentally, afaik NPC's do not currently have access to any specials, including these.