Do I roast leg of lamb differently when shank is still attached?
Lamb shank (lower leg) is best served by long, slow cooking.  (It is my favorite cut of lamb.)  The upper leg is, in my opinion, best roasted until just pink, although it does not suffer unduly from longer and slower cooking than does, e.g., its beef counterpart.  BBC Food, e.g., has a couple of brief discussions on shank and leg.

The trick with cooking both together is to marry the times and temperatures so that both are at their best.  My suggestion (I have not tried this) would be long and slow braising with both, then, when the shank completes, remove the shank and liquid and finish off the leg at a higher than normal roasting temperature to give it a nice surface.  I don't think it will quite the pinkness I like, but it should still be a tasty meal.