The FBI can and does work with other organizations to investigate US citizens who are acting illegally abroad. Trump should've brought these issues up through the appropriate legal channels if he felt there was something suspicious. However, as already mentioned, this has been investigated and cleared. Biden (and many EU countries) wanted Shokin removed because he wasn't investigating corruption (including Burisma). This wasn't something Biden was doing by himself, it was part of the the Obama administration's policy.