I was thinking to add olive oil into my shakes to get some good fat into mu diet. It is a good idea or should this come from foods?
This is a very good way. It will slow down the absorption of the protein too. So it's a good option before bed.
Coconut oil and macadamia oil are also good to use.
I personally use coconut oil for cooking... sometimes olive oil. Olive oil or Mac oil for shakes. Olive oil for drizzling over pasta, salad or stir fry etc.
Add some walnuts and/or almonds. You could use peanut/almond butter too. Fats from meat and fish and your good to go.
I don't like avocado's but sometimes add those in too.