This claim is made in the amazon.com description of the book I Was a Teenage JFK Conspiracy Freak by Fred Litwin. I presume Fred Litwin wrote the amazon description for his own book so, if i'm correct, this allegation is coming from him. The book description goes as follows:
I Was a Teenage JFK Conspiracy Freak demonstrates how the left and right have used the JFK assassination to drive home myths about power in America. There is also the persecution of a gay man prosecuted for conspiring to kill Kennedy, the ugly story of Oliver Stone’s homophobic film JFK, an exposé of conspiracy nonsense on the Canadian Broadcasting Corporation, a look at how the Soviets tried to influence American public opinion that CIA was behind the murder, and the incredible secret why some JFK assassination documents must remain locked up. And a whole lot more.
Stone had an entirely gratuitous scene in the movie where Shaw is seen at some sort of gay orgy (with David Ferrie and Perry Russo) where leather "tools" and other "devices" are shown. It's entirely fictional - there is no evidence whatsoever that it occurred - and really just a smear of a dead man, Clay Shaw.
Mark Lane condemned Stone for the scene saying, "Stone was not bound by the laws of defamation which apply, in the United States, only to the living. Apparently, the less-codified rules of common decency were not an impediment either....Where Stone labors to demean Clay Shaw and to condemn him by introducing a bizarre gay orgy scene he is indulging his own fantasies and misleading the audience."
Dave Reitzes details the scene here:
https://www.jfk-online.com/jfk100party.html