This is just for me to remember...
But I found a way to make WPG2 work with Shadowbox (using jquery).
There are two problems :
1) changing rel="lightbox[x]" attribute to rel="shadowbox[x]" : not really necessary because shadowbox understands makes it compatible.
2) gallery generates php images. Shadowbox thinks that it has to show a web page and so the size of the box is not the size of the picture.
So we have to tell it it's a picture.
To do it; we have to add ";player=img" to the rel attribute.
SOLUTION (one line !)
$(".wpg2tag-image a").attr('rel',$(".wpg2tag-image a").attr('rel')+';player=img');