Shaun and Donna were engaged and living together, in a small flat. They had very little income. He was unaware of Donna's life with the Doctor because Donna herself wasn't aware of it. The Tenth Doctor saw them shopping on Christmas Eve. They went to the Noble's house on Christmas Day to give Wilfred and Sylvia their presents. Wilfred's gift was Joshua Naismith's Fighting the Future. Shaun was talking with Donna and Sylvia while Wilfred was trying to watch the Queen's speech. Later that day, when the Master walked into the Immortality Gate, he took over Shaun and turned him into another member of the Master Race.
Shaun married Donna the following year, in the spring of 2010. On the day of his wedding, he was unaware that the Doctor had given Donna a winning lottery ticket, securing their financial future. (TV: The End of Time)