Both have their strengths

Lazada best for event sales, especially for large value item.
Shopee best for small value item especially during coinsback hours, can sometime get 30-90% off in equivalent coinsback.

Ayam spending and savings during 11.11

Both have their difficulties

Shopee you get the voucher doesn't mean you can use it, there is 'limited use'. Must use after start time (like 12am).

Lazada has 'limited collect' for the voucher, once they release it if you don't get it its gone. They sometimes refresh it throughout the day, but either you check every other hour and depends on luck. If you get it though then you can definitely use it as long within the voucher's validity period.