Hola mate and welcome to BGG ^_^!
While there may be several obstacles who apply damage to my runner and the damage is applied simultaniously does the shocking frills fry only 1 obstacle or does it fry every single one who damaged me?
Shock Frills says "deal 2 consecutive levels of damage to an obstacle facing you." Since it says "an" obstacle and you're faced with multiple obstacles, you would pick one obstacle to take the consecutive levels of damage.
Can a card effect be split from card damage and be applied to another obstacle instead of the one the card is assigned to?
Yes, see the brief discussion in this thread: https://boardgamegeek.com/thread/1498748/covering-fire-whip. Also, in this video where the game developers are playing, they apply damage from the Monofilament Whip to a different obstacle than the one that was moved (happens at about 21 minutes in): https://www.youtube.com/watch?v=-3ndLo08_Cc.