Yes, they use the same shaders. The only difference is higher polygon count + high-res textures + perfect anti-aliasing.
Apparently, they ARE on the game's engine, but they're being pre-rendered on 8 PS3s. Proof.
(This is for Uncharted 3, since it's very recent. Not sure about U2)
All cutscenes are pre-rendered videos. That's why they take a lot of space (3D needs double the space for videos).
I assume that they had used the same farm for UC1 + UC2 cutscenes, they are old phats.
No all of them are pre-rendered. For example the epic fight scene with Talbot is highly detailed but not pre-rendered. They mix it around. Also Autodesk did a piece on Naughty Dog and they explained that the pre-rendered cutscenes have the same poly-gon count. The majoy change is that the textures are higher, aliasing is the same.
This explains how textures are done and everything on Uncharted 3 You need to read this so you all can get your facts straight.
Here is the link: