Yes they do eat their sheds! I have had my Tokay since december and have not once seen her shed. If they are growing and eating they are fine. Being nocturnal you probably won't see them shed. In fact it was almost 9 months before I saw my crestie shed.

Also are they housed together?
If they are I would highly recommend separating them. Reptiles don't really like having cage mates, and simply tolerate them, it can cause stress. Especially housing two different species.

You may also want to consider the aggressiveness of the Tokay, and their adult size. May make a snack out of the the other gecko at some point!