Where was Shukaku when Naruto was taken to the Bijuus' Deep Psyche?
Shukaku remained sealed in the Gedo Mazo. It was the only Bijuu that Tobi did not reseal into its (reincarnated) former Jinchuriki, for his version of the Six Paths of Pain technique. He needed only six Jinchuriki-Bijuu pairs for this technique, while Akatsuki had sealed seven into the Gedo Mazo, so someone had to be left behind. 

Moreover, Shukaku's known former Jinchuriki, Gaara, was still alive. Its previous two Jinchurikis were failed experiments according to Chiyo, so Tobi/Kabuto may have decided it was not worth the trouble trying to reincarnate them with Edo Tensei. 

Tobi's version of Six Paths of Pain