Shade moving
You can move a Shade by blasting it along with a Banshee or Scorpion, or by pushing it with a Banshee or Scorpion or Warthog. Over long distances, pushing it with a Scorpion seems the best way. The Shade gets nicely caught up in front and you can trundle along at a decent speed, though you may need to slow down occasionally to stop the Shade slipping underneath. You can also whack it to make fine adjustments; carry a plasma pistol or assault rifle for this as they whack the fastest.
Pointing it
If you want the Shade to point in a particular direction, its base can be rotated by nudging one of the legs with the nose or leg of a Banshee.