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We search for the signature of cosmological shocks in stacked gas pressure profiles of galaxy clusters using data from the South Pole Telescope (SPT). Specifically, we stack the latest Compton-y maps from the 2500 deg2 SPT-SZ survey on the locations of clusters identified in that same data set. The sample contains 516 clusters with mean mass $\langle M_{\rm 200m}\rangle = 10^{14.9} \, {\rm M}_\odot$ and redshift 〈z〉 = 0.55. We analyse in parallel a set of zoom-in hydrodynamical simulations from the three hundred project. The SPT-SZ data show two features: (i) a pressure deficit at R/R200m = 1.08 ± 0.09, measured at 3.1σ significance and not observed in the simulations, and; (ii) a sharp decrease in pressure at R/R200m = 4.58 ± 1.24 at 2.0σ significance. The pressure deficit is qualitatively consistent with a shock-induced thermal non-equilibrium between electrons and ions, and the second feature is consistent with accretion shocks seen in previous studies. We split the cluster sample by redshift and mass, and find both features exist in all cases. There are also no significant differences in features along and across the cluster major axis, whose orientation roughly points towards filamentary structure. As a consistency test, we also analyse clusters from the Planck and Atacama Cosmology Telescope Polarimeter surveys and find quantitatively similar features in the pressure profiles. Finally, we compare the accretion shock radius ($R_{\rm sh,\, acc}$) with existing measurements of the splashback radius (Rsp) for SPT-SZ and constrain the lower limit of the ratio, $R_{\rm sh,\, acc}/R_{\rm sp}\gt 2.16 \pm 0.59$.