Beat shortening and sugar at high speed until fluffy. Add eggs and beat 2 minutes at medium speed. Add banabas and vanilla, beat 2 minutes longer. In another bowl, stir together flour, baking powder, soda, and salt. Add to creamed mixture alternately with buttermilk. Stir in nuts. Pour into 2 - 9 inch pans. Bake @ 375 for 25 minutes. Cool in pans for 10 minutes before removing.
Filling: Cook first four ingredients together until mixture is thick and bubbly. remove from heat and stir in remaining ingredients. Chill one or two hours. Spread between cake layers.
Frosting: Beat together egg, shortening, butter and vanilla at medium speed. Gradually add powdered sugar. Beat until light and fluffy.
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