I'd say Shae because it's one syllable. Say it loud and stern like you're frustrated or trying to grab the attention of a runaway toddler. That's when you'll use it the most - I think one syllable for the middle name flows better, rolls off the tongue. Might be just me.
Ahahaha shae I love it. And also my nickname is shay as well that's crazy (my name is actually shalea)(sha-lay-ah ) anyway it flows best I think. Let us know what you decide ;)
Well I have to go with shae because that (shaye) has been my nickname for years!!! But they both have a nice ring to them an ands sound lovely. :)