The multi-shifted linear systems with non-Hermitian matrices often arise from the numerical solutions for time-dependent partial/fractional differential equations (PDEs/FDEs), control theory, PageRank problem, etc. In the present paper, we derive the variants of restarted CMRH (Changing Minimal Residual method based on the Hessenberg process), in which the Hessenberg process is always cheaper than the conventional Arnoldi procedure, for solving such sequence of shifted linear systems. In order to accelerate the iterative solvers, we also present both methods inside of a general framework which allows these techniques to be extended to the setting of flexible preconditioning and inexact Krylov subspace methods. Finally, extensive numerical experiments involving the numerical solutions of PDEs/FDEs and PageRank problems are reported to illustrate the performance of these proposed methods, also against other popular multi-shifted Krylov subspace methods. ; Comment: Technical Report, Univeristy of Groningen, 34 pages. 11 Tables, 2 Figures. Meanwhile, this manuscript has been submitted to academic journal at 20 June 2016