Is the transition area without a step?
Depending the climate, northern vs southern clime.
If north, I would suggest a ice dam material under the shingles for prevention of water infiltration to the shingle area. As for the flashing, make sure you install at least two rows of the foam inserts under the flashing. I would suggest using a good silicone when applying those inserts.
Also, I would also lay a bead of silicone on the overlaps. In a regular polebarn styple situation, you do not want to do that, but in your situation I would. These overlaps do give you a channel that is supposed to prevent the leaks occuring, but from my experience, they do not work perfectly.
Also, use screws instead of the nails, they give you a much better control of your seal on the rubber gasket.