That indeed sounds like a ground loop possibility and the fact that an adapter solved it all but confirms it.
There is no danger in being shocked just bc the adapter is being used (assuming the amp/outlet and other components are prooperly grounded), bc the pedal is grounded thru the instrument cable hooking it up to the other pedals..and amp eventually. The ground loop is/was adding a second ground to that already existing one (hence "loop").
I am not a professional mind you, and I encourage corrections, but I dont think there would be a danger ever when a 2-prong adapter is used under normal conditions bc the larger spade of the 2 prongs is actually the primary negative/ground. My understanding is the 3rd prong is a redundant safety device added as a regulation by the govt/industry in the 1970's. This assumes the AC outlet wiring is done properly - which is a large leap of faith actually, it isnt uncommon for them to be wired backwards at all ime, perhaps moreso recently with the diminishing skill/pay scale of labor in those fields over the last 30 years. Hence its a good idea not to use adapters if in doubt of the wiring of a building. I imagine it is more difficult to wire the 3rd spade incorrectly. The smallest spade is [should be] the HOT lead. The danger lies when there are only 2-prongs and they are reversed, which puts the HOT current into the chassis etc where the ground usually is fed. Touch that, and especially with another conducter simultaneously, and Leslie Harvey's ghost visits you. Not fun.