Which grease besides the Volvo PTFE grease can I use on my pad shims and sliding pins?

I have these on hand:
Copper Grease
Anti-Seize Compound
Lithium grease (Red colored)

My opinion: None of the above.

The sliding pins and shims require two completely different materials.
For the pins, and places where the pad backing plate slides in the caliper housing, you need a lubricant that will withstand very high temperatures. I use a clear silicon grease rated rated to 200 centigrade. A small tube will last for many years.
For the shims the "grease" is not a lubricant, but a damping material to supress vibration of the pads during light braking (this vibration causes the brakes to "squeal"). You should use the viscous paste that drys to a gel, sold specifically for that purpose. It can be purchased both in a tube and as a spray-on. With my '98 S70, I experienced better results with the kind that comes in a tube.

Thanks, will look for the silicon grease then.