Your statement seems to contradict itself a bit...
If it is a shimmed assembly, then that shims should do the setting of the bearing pair, and the nut is used simply to snug things up, and does not effect bearing setting (neither preload or endplay). With out knowing if the bearing pair is direct mount, or indirect mount, and where the shim pack is, I can't tell you if the shim pack will tighten the setting or loosen the setting.
If the assembly is set with the nut through rolling torque and backing off, then the shim pack does nothing for the setting of the bearing pair. The setting is determined simply by the stack up through the position of the nut you are adjusting.