Tough question... I think it was asked a few years back and I said I prefered low CAPE-high shear... I think I've changed my mind though lol.
It might be good to specify what type of vertical shear you mean, since near-surface shear (e.g. 0-1 km SRH) has been shown to discriminate much more strongly between sig tornadic and non tornadic storms than deep layer shear. I assume that by shear you generally meant a measure of SRH in your original question, or shear near the surface.
Vertical pressure perturbations associated with strong vertical shear can in some cases seem to go a long way to enhance supercell updraft strength/accelerations, allowing for tornadoes in environments of marginal total instability... or even in environments with relatively stable low levels (i.e. significant CIN).
Regarding the general "low CAPE high shear" environment alluded to in your question... I tend to loathe these environments if they are characterized by very strong deep layer shear (e.g. 0-6 km bulk shear > 80 kts) but there isn't strong low-level shear present (e.g. 0-1 km SRH > 250 m2/s2) as well; storms tend to be strung out with tornadoes not nearly as common. Meanwhile, if you've got fairly strong SRH coupled with moderate to strong deep layer shear... supercells seem to thrive far better within marginal total instability environments and more productive w.r.t. tornadoes.
I'd probably generally prefer high CAPE-low shear rather than low CAPE-high shear, as long as low-level stability (CIN) isn't out of control (refer to the mention of Midwestern cap busts above... those have bitten me more than once and are no fun at all). Same as with shear, in a lot of cases CAPE in the lowest few km can be as important as total CAPE... illustrated pretty well by the typical Davies cold core setup with weak CAPE but a good chunk of it rooted below 3 km.
The other good thing about high CAPE-low shear environments is, forcing mechanisms tend to be more subtle and there is far less competition among storms and less rarely a question of convective mode... not to mention fewer storms to choose from.