Yes! It is fine to shave between laser hair removal sessions. The way laser hair removal works is that the lasers disable the hair root cells (called follicles) that are ACTIVELY GROWING at the time of your treatment. As the hairs in any particular region of your body grow in cycles, a certain percentage of hair follicles are inactive at any one time. This is why you need to have multiple laser hair removal sessions - each session treats the follicles that are at the active stage at that time.

It is OK to shave in between sessions because the laser kills the follicles under the skin.

Please do NOT wax or use any kind of depilation, like NAIR, which affects the hair under the surface, when you're having laser hair removal. But shaving is fine. :)