Shared memory connections (Windows specific) are hardly useful are should be removed.
The biggest problems is lack of isolation between different session (everyone on the box can read and write to shared memory block). Another problem is that dead peer is not recognized i.e whenever server dies, client hangs, whenever client dies, server does not notice. Also, shared memory connection do not scale well with default threadpool scheduler (it does not scale well).
We are not aware of anyone using shared memory in production.
Named pipe transport does not suffer problems mentioned above, is reasonably fast, and is a good substitute for local connections.