User blog comment:Master Sima Yi/Assassinews 05-08-'14 – Assassin's Creed: Rogue announced/@comment-4254431-20140905131951/@comment-13471981-20140905195743

Too obvious; I doubt Shay will appear in Unity. I predict it'll be some sort of item, something that appears in both games, linking them together.

If Shay would've made an attempt at stopping Connor, he would've been mentioned in Assassin's Creed III. Shay is most likely no longer active in the colonies by the time Connor meets Achilles. Either he's dead by then, or he's migrated to another country; I doubt that country'd be France though, I don't think Shay is the multilingual type.