Sent items as shared mailbox but the sent item to only be saved in the other mailbox sent items

From the Exchange side, you're using the right command, but you're correct that it will save a copy in both sent items folders.https://blogs.technet.microsoft.com/exchange/2015/03/03/want-more-control-over-sent-items-when-using-shared-mailboxes/.

I'd strongly recommend that method as it's easiest to manage, but the other option is to configure local workstations using group policy, so long as you are using Outlook 2010 or higher. That should make it so that it's only saved in the one folder:

1. Click Start, click Run, type regedit, and then click OK.
2. Locate and then click the following registry subkey:
    
   HKEY_CURRENT_USER\Software\Microsoft\Office\x.0\Outlook\Preferences
   Note The x.0 placeholder represents your version of Office (16.0 = Office 2016, 15.0 = Office 2013, 14.0 = Office 2010).
3. On the Edit menu, point to New, and then click DWORD Value.
4. Type DelegateSentItemsStyle, and then press Enter.
5. Right-click DelegateSentItemsStyle, and then click Modify.
6. In the Value data box, type 1, and then click OK.
7. Exit Registry Editor.

From: https://support.microsoft.com/en-us/help/2843677/messages-sent-from-a-shared-mailbox-aren-t-saved-to-the-sent-items-fol