Hello Alastair, I have the Sigma 10-20mm and used it with the same extension ring you have and have good result, as far as the FE shade versus the WA shade, I use the FE on my rig but maily because I also have the 10.5mm fisheye, I recommend doing a pool dive or shallow dive with the lens at 10mm using the smallest aperture f:22, f:32... presetting your focus at infinity and leave it on manual focus. Your shot will be out of focus but that's OK, we are doing this to check for vignetting, if you notice any dark area in the corner, order the FE shade, if nothing shows your set up will forever be OK,
Because by doing what you did you focused to infinity and recessed the lens inside the housing as close as possibly can be done, you put the lens as wide as can be done and gave it the maximum depth of field you could give it, anything that should show will show, if not it will never show, it's impossible to encounter such a radical setting undewater.
Cheers
P.S. Hey buddy got any spare gaz