What is a vegetable shortening substitute?

It depends on what you are baking or cooking. Vegetable oil can substitute in some cases. Although it will change the characteristic of your end product because vegetable oil has less "shortening power" than vegetable shortening. Butter can substitute too but you would have to increase the volume and there is the risk of burning depending on what you are making. Lard can substitute too. Its really hard to give an answer that is good, safe without knowing what you are using the shortening for. If you are frying something it is another different matter too.