It is not allowed to call anyone a shaheed, unless there is proof from Quraan and Sunnah. Because only Allaah knows what is in a person's heart and only He knows the Unseen. But you can say "Shaheed insha Allaah". As for Lal Masjid, they didn't have proper knowledge about how to behave and call the people toward righteousness. They used methods that are not allowed, like kidnaping people and defying the government orders. Had they sought advice from the Ulamaa, it would have been better for them. Unfortunately a big tragedy happened, but it should teach us a very important lesson to follow the advice of Ulamaa.