Form shortcode with multiple options as attributes

You can use shortcode attributes in the following way:

// The shortcode function
function mailchimp_form_shortcode( $atts = [], $content = null ) {

     $attributes = shortcode_atts( array(
        'option1' => 'no',
        'option2' => 'no',
    ), $atts );

    $mc_form = '
    <div id="mc_embed_signup">
        <form action="xxxxxxx" method="post" id="mc-embedded-subscribe-form" name="mc-embedded-subscribe-form">
            <div id="mc_embed_signup_scroll">
                <div class="container">

                    <div class="mc-field-group">
                        <label for="mce-EMAIL">E-mail: <span class="asterisk"> (required)</span></label>
                        <input type="email" value="" name="EMAIL" class="required email" id="mce-EMAIL" placeholder="e-mail">
                    </div>';

        if( $attributes['option1'] === 'yes' ) {

            $mc_form .= '
                        <!-- Subscribe options -->
                        <p class="subscribe-options"> - Category 1 <!-- Subscribe option 1 -->
                            <span>
                                <input type="checkbox" value="1234" name="group[1111][1234]" id="mce-group[1111]-1111-0"> daily<span class="asterisk">*</span>
                                <input type="checkbox" value="1235" name="group[1111][1235]" id="mce-group[1111]-1111-1"> weekly
                            </span>
                        </p>';
        }

        if( $attributes['option2'] === 'yes' ) {

            $mc_form .= '
                        <p class="subscribe-options"> - Category 2 <!-- Subscribe option 2 -->
                            <span>
                                <input type="checkbox" value="1236" name="group[1111][1236]" id="mce-group[1111]-1111-2"> daily<span class="asterisk">*</span>
                                <input type="checkbox" value="1237" name="group[1111][1237]" id="mce-group[1111]-1111-3"> weekly
                            </span>
                        </p>';
        }

        $mc_form .= '
                </div> <!-- .container -->

                <div id="mce-responses" class="clear">
                    <div class="response" id="mce-error-response" style="display:none"></div>
                    <div class="response" id="mce-success-response" style="display:none"></div>
                </div>    <!-- real people should not fill this in and expect good things - do not remove this or risk form bot signups-->
                <div style="position: absolute; left: -5000px;" aria-hidden="true"><input type="text" name="xxxxxxx" tabindex="-1" value=""></div>
                <div class="clear">
                    <input type="submit" value="Subscribe" name="subscribe" id="mc-embedded-subscribe" class="button">
                </div>
            </div>
        </form>
    </div>';

    return $mc_form;
}

add_shortcode('mailchimp', 'mailchimp_form_shortcode');

Pay attention at .= notation.