I was able to build Shadow Tanks even though I didn't have an Epsilon War Factory (only the Allied one). All I had was a captured Pandora Hub, Barracks and Syntethizer Vault. None of the other Epsilon vehicles could be built.
On the other hand, I couldn't train Epsilon Elites even with the pre-requisite buildings.
I'm not sure if this is something under your control, but...
Ever since Patch 3.3.5, I've been having some problems when launching games on full screen. More often than not, they constantly minimize, and by changing Renderers I've noticed it happens on most of the DDraw renderers. There are other times where it runs correctly but sometimes it has that constant minimizing problem.