in the last days i was reading a laura pla, a biostatistics expert and she states that shannon index isnt asymptotically normal (DOI: 10.1198/1085711043136)
The distribution of H is be asymptotically normal, but under a large range of typical conditions it is far from being reasonably close to a normal distribution. Therefor it is typically not advisable to rely on the normal approximation. A nice simulation example is shown be Wolfgang Huber here:
She does not give any reference, proof nor evidence, what is not good. It might have to do with her point that not all species are sampled... not sure. Best to ask her directly. Her Email is accessible via the publication.