In regards to Vidic/Evra any club they went back to wouldn't have been any where near as successful as us, and at the time of their peak we were second best to arguably the best club team in Barcelona, so why would you leave. Plus Vidic was the captain, and Evra has always spoke about his love of the club from day one, so I was never worried that they would leave.
De Gea as well, he's an Athletico man, there's no way he'll go to Real Madrid, Barcelona maybe but it looks like they're gonna get Ter Stegen for the next 10+ years so it seems unlikely, and even then De Gea has stated a desire to emulate the great United GK's of the past too, and he loves the club now that he's settled in.
Ronaldo is different because he became the world's best player, and he stated a desire to play for Real Madrid at some point in his life for years, plus with an £80m it's incredibly difficult to say no to.
With Shaw, even though he's a Chelsea fan it doesn't automatically mean he'll be itching to play for Chelsea, otherwise we might as well put in a bid for Ramsey. He's a professional. He'll be thinking about what's best for his career, and United have a long track record of developing young British talent, Chelsea don't. Plus we don't sell to our rivals, and if Shaw does fulfil his potential we definitely wouldn't sell to Chelsea unless they make an offer you cannot refuse.
I don't think that Moreno or Rodriguez will be considered as one of the great left backs in the world, in say 5 years time, however I think Shaw will along with Alaba, Alba and Coentrao etc.