On the surface, at least, it's a lot of apples and oranges there...Nick Fury is a James Bond/U.N.C.L.E. superspy, where the Shadow is a pulp crime-fighter.
Plus, Nick Fury? Sure, he can be a sunnuvabeetch sometimes...but as Ennis notes, he's not particularly a bastard. So it's really not a terribly apt question.
For better comic book analogies, you might ask if the Shadow or John Constantine were a bigger bastard, or the Shadow vs. Rorschach, or Lamont Cranston vs. Wolverine.
Not to pick on you, anonymous Dynamite editor/PR person who wrote the "questions" for this "interview" (unless, of course, Ennis wrote the questions for himself...). But I'm thinking future Dynamite interviews might feature questions like this:
"Who's the Kirby character--Captain Victory or Thanos?"
"Who's the deadlier jungle fighter--Tarzan or Blue Beetle?"
"Who's the nastier female vampire--Vampirella or Wonder Woman?"
OK, I'll stop now...