Some quests, for one reason or another, can not be shared. Usually it's quests that give you items to use or disguises, this is why I never use auto-share. I always have the slaves actually interact with the NPC and use "Toon Select & Decline Quest With Team" in Jamba, so that everyone takes the same action with quests that my master does.

Check my outline for questing in post #3 of the Jamba Guide.