Think Wynne died in a book and anyone that hasn't read them is just going to be left wondering what happened to her. No idea what happened to Shale, but I imagine it wouldn't be to hard to find her. All you'd have to do is find out about any mass bird stompings and follow the trail of tiny corpses.
Yeah, last i saw Shale in Dragon Age: Asunder novel where she was accompanying Wynne to an abandoned Grey Warden outpost in Orlais where Pharamond, a Tranquil researcher and personal friend of Wynne's, is investigating the nature of the Rite of Tranquility. According to Wynne, Pharamond's research might give insight into how to return Shale to its original female dwarven form. When Shale and Wynne arrive at the outpost, they find it overrun by demon-possessed corpses. As Wynne leaves to find help in Val Royeaux, Shale stays behind to ensure nothing escapes the outpost. After confronting the abomination, Shale was to stand watch while the others entered The Fade, but was drawn through The Veil with them. After rescuing Pharamond, Shale goes to the Circle of Magi in Montsimmard so the information about the Rite of Tranquility could be disseminated among the circles quickly. Later Shale joins Evangeline and Wynne in their raid on the White Spire and destroys the Phylacteries stored there. Shale is also present at Wynne's funeral. Beyond that i don't know....
As for Sten in case anyone doesn't know became the new Arishok after the death of the previous Arishok in Kirkwall in Dragon Age: Those Who Speak comic.