Unless something has changed, you can still take advantage of the complimentary shuttle when you use the Dolphin as a pick up or drop off location. I did. Note that the shuttle is not 24 hours - it only operates during the hours the CCC and Dolphin desk are open.
FWIW, taking a bus from the Dolphin to the MK, DD or AK will take longer than taking the boat or walking to MGM and transferring there. There is no bus service from the Dolphin to either MGM or EPCOT. If you walk or boat to EPCOT, you would need park admission and have to walk through the park to get to the resort buses.
Best wishes -