Actually, they don't seem to be from the same planet. It looks like you've got our Captain as being from Beumonde while Shey is, originally, from Bellerophon, though, if asked, she considers Shinon her home. She was sent to House Madrassa at 12 and is now old enough you are unlikely to get an answer if you actually ask her age (if you dig into her records she'd 28) and has had a number of differing clients, there's no reason they couldn't have connections before she ever rents a shuttle aboard his ship. :)