I would add the files in the two folders into two separate lists, and then iterate through the lists.  Be careful if the number of files in the two folders is not the same.Sub RunMe()
  Dim folder1 As String
  folder1 = "C:\some_files\"
  Dim folder2 As String
  folder2 = "C:\more_files\"
  
  Dim fileList1 As Collection
  Set fileList1 = GetShapefilesInFolder(folder1)
  Dim fileList2 As Collection
  Set fileList2 = GetShapefilesInFolder(folder2)
  
  Dim i As Long
  Dim count As Long
  If fileList1.count > fileList2.count Then
    count = fileList1.count
  Else
    count = fileList2.count
  End If
  
  For i = 1 To count
    ' Add files to map
    If i <= fileList1.count Then
      Debug.Print "1: " & fileList1.Item(i)
    End If
    If i <= fileList2.count Then
      Debug.Print "2: " & fileList2.Item(i)
    End If
  Next
End Sub
Private Function GetShapefilesInFolder(folder As String) As Collection
  Dim files As New Collection
  
  Dim file As String
  file = Dir(folder & "*.shp")
  Do While file <> ""
    files.Add (file)
    file = Dir
  Loop
  Set GetShapefilesInFolder = files
End Function