Microcontroller self-shutdown with MAX682
I don't think there is a problem with \$\mathsf{\small \overline{\text{SHDN}}} \$  not being connected to IN, the voltage level just sets the operating frequency based on the current going into the pin.

If you want to get rid of the resistor R4, you will have to calculate the voltage divider resistors such that you get the desired current going into the \$\mathsf{\small \overline{\text{SHDN}}} \$ lead when the microcontroller is on.

Note: there will be a brief time when the switch is activated and the PIC is on, meaning the current going into \$\mathsf{\small \overline{\text{SHDN}}} \$  will double affecting the oscillator frequency because the resistance is cut in half.  I don't see an easy way around that.  But make sure the calculation of the resistance is such the two frequencies for R and R/2 are both within the range specified in the datasheet (50KHz - 2MHz).

I would add a fairly hefty capacitor (10 µF or more) to the line going from the MAX682 into the Vdd input of the PIC.  This will even out any disturbances when the switch is release and the oscillator frequency changes.  Also, don't forget 100 nF decoupling caps on all power inputs.