The youngster surged to the front halfway up the straight in Wednesday's TAB Plate (1200m) before the testing ground started to take its toll.
A $280,000 Magic Millions buy, Shalailed is now likely to head to Brisbane with O'Shea keen to get him away from the waterlogged Sydney tracks.
"We might have to take him to Queensland to find drier ground," O'Shea said.
"But he's got a pattern of racing that is suited by that. He takes a spot, relaxes and has a nice turn of speed.
"He is improving each time. He has run very well in all four races, so he deserved that win today."
Avdulla positioned Shalailed on the fence trailing the speed before getting him to the outside of the leader's heels at the top of the straight.
He felt the two-year-old would have won by further on a better surface and predicted there was plenty of improvement to come.
"He quickened up pretty well in the ground then probably just found it a bit deep late when I put him under full pressure and hence why he probably didn't win by a margin," Avdulla said.
"But he's a nice colt going forward."
Waller said the daughter of Sebring had shown ability at home and in her trials and did a good job to score on debut.
"It wasn't looking too good with a stride to go but obviously Tommy (Berry) got her head down in time," Waller said.
"She is a promising filly and she will take a lot of experience from the race."