If you receive a brief electric shock from UK mains (240v) and have no visible injuries, the risk of damage to your ICD or lead is theoretically present but extremely unlikely and would be classed as very low risk.
This is because the current tends not to pass through the ICD or lead but passes through the body to the ground using the shortest and quickest route — for example, hand, up the arm, down the torso, and out through the leg. The majority of devices also have circuitry built in to protect them against electrical surges.
If you are feeling unwell after the shock, go to hospital. Otherwise, contact your local device clinic and request a device check, which can often be performed as a remote transmission. This will pick up any rare issues and provide reassurance.