Since it’s going to be detached anyway, I am tempted to power the GSM shield with a dedicated 5v supply distinct from the Arduino, but with a common ground.
Actually, looking at the shield schematic, it appears I can drive the GSM shield through the VIN connection with up to 20 volts (this is what the onboard LMZ12002 regulator can accept). Since my shield won’t be connected directly to the Arduino power, I think I can power it straight from the car battery (~12v). In that case I don’t believe the capacitor in question will ever even come in to play. So far as I can tell it is only to buffer the +5v input.
Out of curiosity I’m trying to make out what the whole arrangement of transistors / mosfets is for on the shield schematic, that leads into the shield’s regulator. I’m assuming it restricts the shield to either +5V or VIN but not both, and chooses one over the other somehow.