What do historical grammars of Latin usually say on this?
Usually such exceptions do not get enough treatment in historical grammars of Latin, e.g.
“Bei den klassischen Messungen wie āēr, Aenēās usw. ist auf die griechische Quantität Rücksicht genommen, vgl. noch Niedermann3 85.” (Pfister and Sommer 1977, p. 103, Anm. 2)
“Bei den in der klassischen Zeit ...
I think of hiatus vowel shortening in Latin as a historical rule. Some linguistic analyses might treat it as a synchronically active morphophonological rule in certain contexts, like the conjugation of regular fourth-declension verbs (where we can explain the variation between long i and short i in different forms if there is a single underlying base with ...
I can only answer parts of your question, but I hope this is of some use before a more elaborate answer appears.
Are they all proper nouns or are there any exceptions with common nouns?
Two words come to mind: fīō and āēr.
I cannot think of other examples outside Greek names, but perhaps there are some.
These two are notable in that they are common (...