In a nutshell You don't need to limit yourself to only adhesives. There are plenty of pistachio shell and shell art in general that just use thread / wire to connect the project together. The shells on pistachios at least are hard enough that most people just push a pin or nail through the shell to make a small hole. Basically any thin and sharp implement should to the trick.
This approach can be more forgiving than adhesive, in some situations, as it will allow for some movement as well.
This lends better to smaller projects like earrings but can still be applied to different scales.
I am fairly certain this was done, at least in part, in the photo you attached. Look closely at the inset in the upper right corner. On the off chance I am wrong about that "sewing" the shells together can still be a valid approach.