Does the shake happen in the steering wheel? Or mostly in the seat/floor? ABS light on when it happens?
Stock suspension and tires? Towing heavy often?
Could be my comprehension skills but are you saying the shaking happens under braking regardless of how new the brakes are or only after a few thousand miles? So it still shakes when pads and rotors are new?
I wouldn’t say bedding is nonsense, it does serve a purpose.
As
@Caman96 questioned, what parts are you using? A lot of new brake rotors are garbage that warp easily because they are made from inferior materials and there is t as much material in them to properly dissipate heat.