Two answers and a caveat.
2 questions
1.Can Verge3D for Blender combine 2 shapekeys?
2.Do all the parts on the building be seperate, or can they be joined, with different textures?
Answer 1: YES
Answer 2: Shape keys and the way they work and their requirements are based on Blender rules. https://docs.blender.org/manual/en/latest/animation/shape_keys/introduction.html
Shape keys work by either creating 1 object and then creating a shape key from that object or by selecting 2 objects and joining them.
You will not be able to shape key Collections.
Shape keys can use different textures….on object 1 vs Object 2.
Note object 1 and object 2 must have the identical number of vertices and be in the same vertice order.
CAVEAT. Use Blender 3.0 and Verge3d 3.91 Shape keys are currently not functioning properly above Blender 3.0