This paper proposes new accurate approximations for average error probability (AEP) of a communication system employing either $M$-phase-shift keying (PSK) or differential quaternary PSK with Gray coding (GC-DQPSK) modulation schemes over $κ-μ$ shadowed fading channel. Firstly, new accurate approximations of error probability (EP) of both modulation schemes are derived over additive white Gaussian noise (AWGN) channel. Leveraging the trapezoidal integral method, a tight approximate expression of symbol error probability for $M$-PSK modulation is presented, while new upper and lower bounds for Marcum $Q$-function of the first order (MQF), and subsequently those for bit error probability (BER) under DQPSK scheme, are proposed. Next, these bounds are linearly combined to propose a highly refined and accurate BER's approximation. The key idea manifested in the decrease property of modified Bessel function $I_{v}$, strongly related to MQF, with its argument $v$. Finally, theses approximations are used to tackle AEP's approximation under $κ-μ$ shadowed fading. Numerical results show the accuracy of the presented approximations compared to the exact ones.