Application for Screen-casting for Macintosh
I know you looked at ScreenFlow. Were you looking at the latest version--ScreenFlow 4? It does have some vectorial shapes (they're called Annotations):


Line (arrow)
Line
Square (filled)
Square
Circle


Now, that doesn't get you speech bubbles and other abstract shapes. For those, you can use a text box with an image fill--unfortunately, you've got to supply your own image in that case. 

ScreenFlow also accepts PDF and other image types as layers. This makes ScreenFlow able to import vector PDF's as "shapes" that one can use to add annotations such as the mentioned speech bubbles.