You could use them interchangeably, but usually 'good shape' has more to do with exercising, not being overweight, being relatively strong/ athletic, etc whereas 'good health' is more general-- i.e. not ill, no major health problems, etc.
In your example, 'good shape' is probably more precise. But, in a general sense, they have similar meanings. It'll depend in context/ age, also. For example, if a person is 20 years old versus 80 years old, 'good health' for a 20 y/o should almost be assumed whereas for an 80 y/o, it's more remarkable.