We set a generalised non-linear Lagrangian, encompassing Born-Infeld and
Heisenberg-Euler theories among others. The Lagrangian reduces to the Maxwell
Lagrangian at lowest order. The field is composed by a propagating light-wave
in an electro-magnetic background. The wave exhibits energy variation when the
background is space-time dependent. In the photon description, this implies a
red or a blue shift, like what we obtained in massive theories, as the de
Broglie-Proca or effective mass theories as the Standard-Model Extension under
Lorentz symmetry violation. The two results, photon energy-conservation and the
frequency shift are instead new for non-linear electro-magnetism. We conclude
by discussing how these static frequency shifts when added to the expansion red
shift allow new interpretations in cosmology or for atomic spectra. We finally
consider the consequences on the Poincar\'e symmetry