Shillingford followed up his man of the match display in the first Test with five for 59 as Zimbabwe were bowled out for 175 just after tea after being sent in to bat at Windsor Park in Dominica.
Gayle then struck 61 not out in reply, the powerful left-hander's first Test half-century since last July, as the West Indies closed on 114 for two.
Marlon Samuels also had a good day for the hosts, taking three wickets for 15 runs with his off-spin and then contributing an unbeaten 26 to a 79-run stand with Gayle to help the West Indies into a powerful position.
Shillingford was again Zimbabwe's main nemesis, though.
The 30-year-old finished with figures of nine for 107 in the first Test, which the Windies won by nine wickets, and he was back among the wickets today to claim his third five-wicket haul in this format.
He had to wait for his chance to shine, however, and it was first-change paceman Shannon Gabriel who started the tourists' decline following a bright start with the dismissals of both openers in his first two overs.
After being sent into bat, Zimbabwe were quickly on the offensive with Vusi Sibanda dominating a first-wicket partnership with Tino Mawoyo that brought 42 runs in the opening eight overs.
The introduction of Gabriel in the ninth over changed all that though as he struck with his sixth delivery to bowl Mawoyo for eight.
The 24-year-old then dismissed the quick-scoring Sibanda for 32 in his next over. The opener was looking to club a full toss away for his seventh boundary but only succeeded in picking out Kemar Roach at mid-on.
That left Zimbabwe on 43 for two and only 21 more runs were added before they lost their third batsman, Shillingford opening his account for the match by bowling Hamilton Masakadza for 14.
Middle-order trio Brendan Taylor (33), Craig Ervine (18) and debutant Sean Williams (31) attempted to stage a fightback but they could not stick around for long as Shillingford and Samuels ended things in a hurry.
They took the final six wickets for the addition of just 34 runs, with Shillingford finishing things off quickly after tea with the scalps of Prosper Utseya and Tendai Chatara in the same over.
The home side looked keen to hammer home their advantage when they came out to bat and opener Kieran Powell picked up five boundaries as he raced to 24 before the West Indies suffered a minor hiccup with the loss of two wickets with the total on 35.
Powell was the first to go, bowled by Kyle Jarvis, who then dismissed Darren Bravo for the batsman's first duck in his 23-match Test career.
However, Gayle and Samuels ensured that was no more than a blip as they batted the Windies to within 61 runs of Zimbabwe's total with eight wickets still in hand.
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