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I agree with kumkumvijay's comments. There is benefit with regards to fatigue life by employing some type of surface modification process after shot peen, provided the modified surface has a texture profile where the valley bottoms are more smoothly blended (reduced profile slope) and thus create less of a local stress concentration. Making the surface "smoother" simply by removing the tops of the peaks, while leaving the valleys untouched, will not help the fatigue situation much.
The optimum amount of stock removal that is possible after shot peen depends on the process variables used for the shot peening. Factors such as shot size, hardness, intensity, coverage, impact angle, etc. affect the depth and degree of surface compression produced by the shot peening. If the surface being shot peened is very rough, has fillets with a radius similar to or smaller than the shot size, or has an orientation that the shot peen nozzle cannot be directed normal to, then the results of the shot peening in those areas will not be optimum.
Lastly, I personally don't think it would be necessary to both shot peen and roller burnish. Mechanical processes like roller burnishing, fillet rolling, or roll forming are much more effective than shot peening at producing a surface with high retained compressive stress. I would prefer roller burnishing over shot peening if the design of your shaft permits.
Good luck to you.
Terry