If you have Thousand ray pegasus behind Shamshel, and you decide to attack, it switches damage zone units, so does the Thousand pegasus boost its 9000 current booster because boost comes after Attack or does it just power up shamshel by 7k
This is the same thing as the Pellinore Limit Break Question on the official Blog.
You declare an attack before boosting happens. Any ability that says "When this unit attacks..." is applied before the actual boosting of the unit. So, in your example, Shamshel will declare an attack, her ability to swap cards in the damage zone will apply, which in turn will boost Thousand Ray Pegasus by 2000 power.
Following this, Thousand Ray Pegasus will boost Shamshel by its attack, which has become 9000 via her effect.