They are really designed for two different situations.
Shadow User is used to maintain your PC in a fixed, or 'frozen', state. If you lock it down completely, all changes that are made during a log-in session are washed away when the PC is rebooted. In your case, you could configure a home PC to be used by other members of your family, but prevent them making any changes, or updates, to the machine: One reboot, and it will be back to the way you configured it.
When it is time for you to install a new update or patch, you can configure Shadow User to save this new state, and use it as the default, next time someone boots the PC. If you want to allow yourself, and others, to save data to the disk, you can configure Shadow User to exclude specific folders, or even volumes, from its purview. On a reboot, the contents of those folders/volumes will be retained.
So Shadow User is normally used on a machine that you need to keep in a protected, constant state.
What Shadow User does not do, is protect you against hardware failure, e.g. failed HDD. For that, you need to make regular backups. It also does not easily provide a regular backup of files. If have a file you edit on a daily basis, or even Outlook emails, you might have those saved in one of the folders excluded from Shadow User control. If one of those files gets corrupted by a virus, you have a problem. Shadow User will help make sure the virus does not affect the 'frozen' volumes (e.g. the Windows partition), so that is a good thing. However, you will not have any earlier, virus-free versions of the files to restore from. That's where ShadowProtect comes in.
In a situation where you run an office with a PC that is used by multiple people, you would use Shadow User to lock-down the machine. That would prevent them downloading and installing any unauthorized software and files, or simply changing the PC configuration. However, you would also take backups of the PC on a regular basis, using ShadowProtect, to protect against hardware failures and other issues.