Storing different shapefiles as "one" in QGIS?

By definition, a shapefile can store one specific type of geometry. So it would not be possible to store layers of different geometry in one shapefile.

One way to share the data would be to share the individual shapefiles.

An alternative method is described on the following link to package and share data with QGIS - Is there an automatic function in QGIS to package all files in a project for transferability?

You can revert back to Spatialite databases. Use the extension "QSpatialite" to create an empty DB (use the creation button, circled on the capture below), and add your layers to it.

To add a layer, click on "Import QGIS Layers" button (the one with the QGIS icon).

You can now give your colleagues your .sqlite unique file, and they can import the layers through Layers > Add Layer > Add Spatialite layer menu item, or open it with QSpatialite, right-click on the layer they want in the table list and select Load in QGIS.

Hope this helps !

Jerry