Load scripts for do_shortcode( ‘ [ my_shortcode ] ‘ )

Add a filter to pre_do_shortcode_tag and check if $tag is the same as your shortcode tag. If it is, enqueue a script in the footer.

add_filter( 'pre_do_shortcode_tag', function( $a, $tag, $attr, $m ) {
  if( 'my_shortcode_tag' === $tag ) {
    wp_enqueue_script( $handle, $src, $deps, $ver, $in_footer = true );
  }
  return $a;
}, 10, 4 );