I never liked the way Maven built projects - it just seemed like overkill for simple things. I tended to use hand-written Ant builds backed by Ivy for dependencies. Then again, I also build odd outputs, like self-executing jars.
If I want to make a "scripty" Java program I can generate a project file from the archetype which sets me up with dependencies I need and an easy way to write tests.
Maven is terrible. Give SBT or Gradle and try and you'll see just how terrible Maven is. SBT still has its issues (OMG why is everything a macro!), but I still prefer it to trying to build anything in Maven.
I tried all the listed tricks to get the schemas into the shaded jar and none of them worked. So now I have to put big fat warnings in my README.md files that "yes, there's a bunch of errors on startup, and yes, there's a 60 second delay, but you can ignore it".