Shaddoll effects only activate, if they are sent to the graveyard by a card effect. Toy Vendor's first discard sends as a cost, so the Shaddoll effects do not activate. If you were to draw a Shaddoll monster and discard that for the 2nd part of the effect, it would get its effect.

Also, for future reference: You can start 2 instances of YGOPro and play a LAN game vs yourself to create easy replays. Additionaly, you can stack your deck and use the "don't shuffle deck" option to easily create the scenario you need.
Right, that was it. Only the second card procs their effect. Thanks for that.

EDIT: wow I hit 'delete thread' thinking all the posts on the thread will go away but only the first post died. GG.

Anyway the original post was that discarding Shaddoll Monster from hand via Toy Vendor's effect did not proc their effect despite what it says on its card tips on yugioh.wikia . Turns out it just wasn't detailed enough not to make me confused.