The shortage of chemicals used in lethal injections comes from many drug companies' opposition to their products being used in capital punishment procedures. As of 1995, death-row prisoners in Virginia were able to choose between the two methods (only seven out of 87 have chosen electrocution).
Lethal injection is generally thought to be the more humane way to execute someone, but there have been times where the process has gone horribly wrong, like in the case of Clayton Lockett. But the electric chair has even more criticism among death penalty opponents. The Executive Director of Virginians for Alternatives to the Death Penalty told NBC News: "You're basically cooking a human being while they are alive."
There were two botched electrocution cases in Florida in the late 90s, both using an electric chair called "Old Sparky" that malfunctioned. In the case of Pedro Medina, the broken chair caused flames to shoot out of his head. Photos of Allen Lee Davis after his electrocution show him with burns all over his body and blood from his nose soaking his shirt.
McAuliffe's representatives have said that because he is a Catholic, he's not in favor of capital punishment on a personal level, but as governor he must uphold Virginia's laws.
via NBC News and New York Magazine