yes, he will be lonely. Goldies and koi are schooling fish and only feel safe when they are with others of their own kind. One goldie will be terribly stressed if all alone.

Will my larger shubunkin become aggressive if I get a smaller fish?

no, he shouldn't be. When I put small koi in with my big ones, they usually buddy up right away. The little ones often swim right under the big one for protection.

What can I do to ensure that the new fish don't bring along any parasites or disease to infect my pond? My pond is indoors.

You should always quarantine any new fish in a separate tank if you have one. If you don't then I guess an alternative would be to give the new fish a salt dip which will get rid of most parasites but may also stress the fish if newly transported. Sorry not much help.

I just did a 50% water change to my pond yesterday. I always use 1 lb. of salt every month when I do this. Will this be OK to introduce a new fish, or should I saltbath the fish separately?

A pound of salt each month! What kind of salt and how big is your pond?
"Horton"

It's a 90 gal. preform inside my house. I use API aquarium salt. Package says it treats up to 107 gal. freshwater.