Vegeta Doesn`t get help from other people he wouldn`t even let Trunks help him. But if they did team up I would give them 5 Minuten before they kill eachother.
They might get on each other's nerves but I'm sure they woulod make a great team, for killing that is. Even though Vegeta and Shadow would never really let anyone help them. Shadow wouldn't let Sonic oder his Friends help him {Unless the world is in danger} and Vegeta wouldn't let his Friends and family help him. since Shadow and Vegeta both have very strong prides about it.