I use VCarve Pro. I break up my jobs into multiple files, sometimes even for the same tool, because it makes recovery from inevitable problems far easier. Having a single gcode file with different tools won't
work on a Shapeoko as far as I know, but in my case I wouldn't particularly want that. The machine "remembers" zero from job to job, and I also use a third party touch plate.
The feeds and speeds need to be changed to match the tool and material you are actually using. The chart provided by C3D is a good guide:
This is true no matter what machine control software you use: Carbide Motion, Universal Gcode Sender, tons of others.
I also had to modify the Shapeoko post processor for VCarve Pro to eliminate some kind of gcode that grbl (the actual firmware on the machine) doesn't handle. I don't recall the details but you can probably find it by searching.