The phrase "actually a shame" is correct and usable in written English.
It can be used to express disappointment or regret about a situation or outcome.
Example: "It's actually a shame that the event was canceled, as many people were looking forward to it."
Alternatives: "truly unfortunate" or "really disappointing".
And that's actually a shame because, in places, this year's Celebrity MasterChef has been quite good.
It's actually a shame that one of the most well-constructed recent examples of action is in a movie that a lot of people might not see.
"It's actually a shame that a millennial whose views are so different from those of most young people gets to be in such a powerful position.
To be fair, "On Set With Raiders of the Lost Ark" is so good, it's actually a shame that something similar wasn't put together for the other three films in the series, too.
Which might actually be a shame, in a way, because Melnyk is sort of a beauty.
It's actually quite a shame — with the One series, HTC has proven that it can design phones that look as good as they are constructed, but little of what they've learned has made the transition to the new Incredible.
Now in storage, they are mostly forgotten - which is actually a terrible shame.
"I think it's actually a real shame if we lose that space for what it's being used for," Mr. Andrew said.
It was actually a terrible shame for him to break his leg, but remember when I came onto the pitch if Argenina lost we were going to be out of the World Cup.
Actually, it's a shame Thomas and his hard-arse brothers and their equally hard-arse womenfolk aren't in Birmingham today.
And actually it's a shame that nowadays our relationship would not be encouraged within the care system, because I think what saved me was the continuity of the relationship with her.
