They are different terms. "Shy" is short for "Shylock," the guy who lends the money (comes from a character in Shakespeare). "Vig" is short for "vigorish," the interest on the loan.
Ntra la porta tua lu sangu � sparsu, E nun me mporta si ce muoru accisu... E s'iddu muoru e vaju mparadisu Si nun ce truovo a ttia, mancu ce trasu.