In Continuous Play mode pressing the shuffle's Play button 3 times takes you directly to the top of the shuffle's playlist.
When the shuffle is in Shuffle mode, it does not select Audible books.
So, the best way to manage books and music together on the same shuffle is (probably) to just put all your Audible books together at the bottom of the shuffle's playlist.
When you just want to listen to music, keep the shuffle in Shuffle mode. When you want to listen to an Audible book, switch to Continuous Play mode and use the Prev button from the top of the shuffle's playlist to select a book to play.
N.B. Unfortunately, this doesn't work for podcasts (I assume the shuffle is using "Kind" information to distinguish books from music).
In Shuffle mode, you can use the Prev button to systematically go back to songs you last heard (i.e. The random playlist is generated once and the order doesn't change, unless you switch the shuffle off).
