I think out of everyone Joker would be the one to insist they go back and look for Shepard after ME3 because she went back looking for him at the start of ME2 to save him and he wants to do for her what she did for him
I think Roger's death hit Buggy harder than it did Shanks.
I'm not saying that Shanks wasn't sad or he didn't care. Of course he was sad. Roger was like a father to them both. However, he knew this would happen. The moment he saw Roger's face on the newspaper with the execution date, he knew this was no mistake on Roger's part. He never got caught. He wanted to be exactly where he was, and he wouldn't try to run away. This was it, the end of an era.
So he cried, like a child would when losing his father as Roger's head was sliced. But he was prepared to face whatever life would throw in his way after that point, because he had Buggy by his side.
But then Buggy got angry at him, started yelling. He didn't quite understand what was going on, why this was happening. His ears were ringing and he could barely make out the other's words. There was venom in his words, tears in his eyes. Oh god, he made Buggy cry again. And he's leaving. Why's he leaving? Come back!
Shanks cried when Roger died. He bawled, sobbed, trashed when Buggy left. Because he knew the first was coming, but nothing could have prepared him for the latter.
He ran after him, trying follow the bright blue locks, but he lost him in the crowd. Buggy was always good at making himself invisible, but never to Shanks. Unfortunately, there's a first time for everything. Everyone was running all over the place in excitement at Roger's final words, but Shanks' whole world had just shattered into pieces. He didn't care about the One Piece or Laughtale. None of it mattered without Buggy. He fell onto his knees that day in Loguetown, and he screamed and cried, ignoring all the commotion around him.
He waited for days at the harbor, hoping that Buggy would come back, that they would leave together.