Shale and Quarry are verrry different colorwise. Shale is much more pigmented and a gorgeous toned-down plum. Quarry is matte and much more brown with a hint of pinky-purple. Both are great for achieving different looks, but I prefer Shale.
I know this post is pretty much done, but I felt compelled to chime in and say that I recently bought BOTH and that they're lovely layered (with shale over quarry). It helps bring out the warmth of shale! I'm loving it on my lids with sketch and print in the crease/outer-V!