I'm not exactly sure what you mean by "Only the apps in the shared storage do, which means all the system config is missing, which means Splunk doesn't work (runs on wrong port, can't authenticate etc)."
We control most of our environment using apps. Now we do have settings within authentication.conf and authorize.conf that are unique to specific servers. We will put the "common" stuff within the app (e.g. splunkserverapp/local/authorize.conf) and this gets deployed to using deployment server like any other app. For the server specific settings we put them where they belong in $SPLUNK_HOME/etc/system/local/authenticate.conf and $SPLUNK_HOME/etc/system/local/authorize.conf.
Works like a champ.
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