About which Shenron comes: I saw that there is a hint by who is talking when you summon the dragon (either Videl, Gohan or Goten/Trunks will summon another dragon I think).
About Vegeta on Namek late as a new character.
I think, there are enough Vegetas in already, but what they could have done, is to give Vegeta (early) the late Namek costume (like Goku's Namek Gi is available on Goku (early) and (mid)) and change his moveset to fit to Vegeta late Namek.
I mean, Vegeta didn't do very much fighting in his base state after Namek, so this form is pretty "free to develop".
Talking about that costume, wasn't Vegeta's last Namek costume darker than the ones before?
Since BT1, I always get the feeling that this late Namek costume is too bright, where his Android/Cell Saga costume is too dark
And why do I always have to think, that this game is just "nearly" perfect (way better than BT2 but not as perfect as it could be) so that they have a reason to create further games? ^^"