That doesn't make sense. How can a Tegu that has shed twice and not shed its tail both times be alright. Everytime they shed they are getting bigger and bigger. They obviously need to get rid of that shed to grow. By not shedding they have decreased blood supply to the tail, and possibly the end of the tail could be the first to go (die from no circulation). There are also exotherms (cold blooded), they heal slower than warm blooded b/c their heat only comes half the day (im suppose that you have a night drop in temp. They also feel the pressure from not shedding, and will probably eat less. Its probably okay now, but it can become a huge problem, because with each impending shed it usually becomes harder to take off. You have to work at it. I suggest you both put your Tegus in water, up to their chin for about 20 minutes twice a day. You need to work at it with a moist towel and possible your fingers. You have to get rid of shed all the way around (its okay if it doesnt shed on only one part but as long as it, its like cutting the sixpack holder, you make sure that it is broken so that the tail has room to grow. I suggest soaking them first for a couple of days and see how that goes, then try to work at it. Also the temps of the water should be warm ~90-100F.
Good luck
Mike