Note: You'll need to be in Goku's D.U for the second time to get Broly and Omega Shenron...
Broly
To get Broly you'll need to be in Goku's D.U, when you'r in the Majin Buu saga and Gohan has just been absorbed by Super Buu, somewhere nearby will be a scene with Hercule after that you'll see that there's a red dot, go there but don't fight yet, nearby will be a scene with Tien titled '???' after that you'll find another scene titled 'Mountains', there you talk with Supreme Kai or Kibitoshin, I can't remeber that right now...but anyway after that scene battle Super Buu after you battle him inside and out, you'll have another conversation with Vegeta, and after that you'll find Broly at the red dot, you'll need to beat him to get him...
Omega Shenron
After you beat Broly you'll recieve an invitation from Goten and Trunks to go fight as gogeta at the world tournament stage, but don't go there yet, instead go to the West City and talk to Bulma after that go and beat the kids, now a red dot will appear you will fuse with SS4 Vegeta and become SS4 Gogeta, after the fight with Omega Shenron and you defeat him he will become unlocked...
Note: when your SS4 Gogeta the time will run up so try to finish the battle before you become Goku, otherwise you'll have some serious problem...
Sighs...