When I need shavings, I have been buying the 'Superior' brand, which has also had the dust extracted from it. It comes in bigger batches which is nice because there's a big space to fill.
But I'm not convinced shavings are the best choice for the nest box here for a couple of reasons. The nest box has vents in the floor - it came that way - and the shavings would fall through the vents. Also, I doubt it would allow the hens to make a deep bowl, which is what they love to do if they're given half a chance.