I guess it alrady uses Timer 2 as the shield has the wires to the same pins and these pins are with timer 2 on the mega.
Afaik timer2 can't be set to 20kHz as they are very proud at pololu that they use the 16bit timer 1 for the high 20kHz.
Maybe I should try to configure timer 2 for higher frequencies?
Is also thought about programming the servo by myself instead of using the servo lib so that I could use my old Duemilanove (which works fine with 20kHz) instead of my brand new mega. :~
I could then map the speed of the brushless controller from 0 to 100 instead of the servo angle.