(Shima didn't call Mephisto sooner because he was unconscious, by the way)
Hai, that was my first thought too.... but that kind of seemed like a long time though. (And without another random passerby not noticing him there?) *tsk*
I review the whole event and then get some new (crack) theory :
Though it's natural to assume Shima just faint on the snow ground after Yukio's kick, but he never really said that.
This is what I think could happen in the morning : After Yukio's kick, Shima still had a talk with him. And then something happened (because this talk won't last several hours). It could be Illuminati coming. That's why Shima can't call Mephisto earlier.
And it's also why Yukio went to Mephisto for answer. Some Illuminati representative (for example, boss lady) pointed out he can ask Lucifer for the answers of the eye, but Yukio still couldn't decide to leave the Order so he asked Illuminati to wait for a while. He went to talk to Mephisto as the last try. Then it failed and Yukio is arrested. But he knows that the Illuminati is going to pick him up soon, and that's why he stopped and started to delay Rin's rescue in this chapter.
I'm starting to think this could be quite possible. As I said before, we're left with this mysterious 4 hours gap in-between the time Shima shows up in front of Yukio after he tried to shoot himself and Yukio reappearing in front of Mephisto/Shima calling him to warn him. Something must definitely have happened. I thought it could be related to some Yukio's plan. I don't completely buy that Yukio didn't give any chance to Shima to talk before he seized him to the floor. I have a feeling what actually happened (aside the only panel we're shown) was cut down on purpose and could be revealed later. Prolly even next chapter.
There's also that thing about Shima wanting to warn/inform Mephisto about something else right before he cut the call down. So it's possible he wanted to warn Mephisto about the Illuminati getting active over Yukio's case very soon. Or about what Lightning asked him to do (anyway, whatever Lightning asked Shima to do it has to be related to Yukio, right? 'Cause before asking Shima to do him the favor Lightning specifically asked: "You're spying on Yukio Okumura, right?").
And it could also tie up to the shooter thing because nothing can't convince me that the shooter being there and shooting his gun in THAT exact moment wasn't planned by someone beforehand. So, if it was not Yukio's plan, then it was the Illuminati's. And they're objective is easy to guess: get Mephisto to drop the barrier around the gate down. Or maybe it's all connected. Argh. Complicated.
Anyway, that's right. Yukio stating: "You came sooner than expected." sounds like he had some plans and was most likely hoping he could get away (through Shima's help) before Rin reached him so to avoid to confront him. As in: "I knew you'd come to rescue me, so I wanted to be gone before you reached me. But you didn't lose any time and so we ended up meeting."
It also made me remember about chapter 16. When Todo was buying time after the fake stealing of the eye incident.
In any case, if Yukio and Shima actually had a talk I guess it went like, Shima: "Gee, dude, why you keep acting like a moron? You have an easy way to get what you want. Just accept it and cut out the stubborn act already. You were about to give up on your life. You're so low right now to do that. At this point, why not accept help even if it comes from you enemy? Oh, but I guess you know by now the Order and Illuminati are not that different. So the choice should be easier for you now, right?"