Understanding the datasheet of INA225

That likely won't work for your application. You either have to change your requirement to a maximum of 36V or you have to forget about using the INA225.

Yes, I understand, but with what resolution do you want to measure both? E.g. is it enough to measure 1mA, or do you need to be able to distinguish 1.23mA from 1.12mA?

The question is mainly what your actual resolution requirement is. See above.
If you need 1mA resolution with a maximum of 10A, you could go for something like an ACS712-20 which has a range of 0-20A and then 15 bit effective resolution would already suffice. That means feeding the output of the ACS712 into something like an ADS1115 would already work - if you manage to keep the analog front-end noise-free. But that requirement would be the same for a shunt-based system.

If you prefer a shunt based system, I'd go for a low-side shunt so you don't have the max. voltage issue. You'd probably need a negative supply voltage in addition to a small positive one to make a ground-centered supply for some opamps so you can accurately measure small voltages (over the shunt) that are close to GND level.