The assumption is that a manager and player are on good terms because that is what is normal. When you make a claim that a player and manager have fallen out then you provide evidence for it.
Like you have said with Shaw, there is evidence that there is something wrong with the relationship. Because Mourinho has made comments about him that are bordering on unprofessional, has frozen him out of the squad, etc. The same can be said for Mkhitaryan who was also frozen out of the squad.
Martial is not treated like a player that the manager dislikes, he has started many important games and is trusted as a regular substitute.
"I think when you have some talents you cannot waste, I think when you are blessed with that talent, you have to exploit and not be happy with glimpses of talent and that I'm not going to change.
"I want more and more and more from him. He understands me better and the personal relation is good and I don't think it's fundamental, but it's an added good thing to have a good relation so again, Anthony, I hope he is going to be better this season than last."
"I think he understands me and to be honest I understand him because in the beginning of last season, if he understands me better, he would have started better, but if I understand him better, probably I would help him in a faster way than I did.
"We spent our time together, I know him well, he knows me well and the second part of the season was good for him and with his talent I believe his season will be even better."
The above passage says it all. The Manager believes there is a fantastic player waiting to be unleashed.