Well, that's certainly a bugger, so first of all, have you actually been up there to confirm that there is no step flashing? (Not doubting you at all, as I have run into the same thing, but just seems like a logical starting point.) You will most likely want them just behing the vinyl, otherwise you'll be dumping water behind it at the bottom of the run. Is it practical to remove the vinyl siding on the affected wall? If the entire roof, meaning up to the peak, adjoins the wall, it might be easierst to start at the top, and remove and relay the shingles along that wall. The shingles are probably laid right tight against the siding, or under it too, right? In which case you'll probably have to trim all of them.