Trying to train two pups at once with only one owner is near impossible, trust me!!
You really need to seperate them for training time. If the one is too distracting because of the whining and barking, try taking the pup you are training outside where she can't hear her sister's whining and barking. Keep the training sessions short and always end on a postive note. When you are done with the one training session with the one pup, switch with the other one. It is a lot of hard work but it can be done.
I would probably take the shy one to obedience class first as she is the one who will need the most socialization and training.
Good luck with whatever you decide!!