[Inziladun]

The common thread between those three evil powers besides Sauron was that they did not share his ambitions.
Sauron did not have the command presence Morgoth. The Balrog could be said to be a peer of Sauron, and it apparently had no interest in serving him.
Shelob's lack of concern for anything to do with the War of the Ring was well-described in the book. Her mother, Ungoliant, had worked with Morgoth, but not him. when her own desires were sated she went back to her own devices. Shelob was of the same mind.
Of the three, only Smaug would have been likely to do Sauron's bidding, and that was actually what Gandalf feared, causing him to aid Thorin and Company.
At any rate, by the time Sauron was strong enough to have put into motion any plans to enlist Smaug, Gandalf's plan to destroy him had come to fruition.