I consume egg whites, cottage cheese, or a can of tuna fish with some type of carb usually in the form of fruit for a snack.
However, I usually don't consume with my
protein shake but I see no reason why a person couldn't consume two sources of
protein during one snack.
Diversity is a good idea not only in training but in nutrition. So, getting you
protein from two different sources wouldn't be a bad idea.
How one obtains his/her nutritional requirements is up to the individual's on taste.
So, if you feel better consuming egg whites along with your
protein shake then go for it.
Hope this information helps.
Good luck with your training