I think that Shiva is a partial expansion of Krishna and Kali is a partial expansion of Radharani. So, since They are part of Their Lordships forms, I don't think They are bound by matter in the slightest (I would say to the contrary, They control matter. Kali being an incarnation of Maya Devi).
Kali and Shiva worship Radha-Krishna, and They, in turn, worship Them. (Not to mention that Kali is Lord Krishna's sister.)
Jai Sri Sri Radha-Krishna!
Jai Kalika!
Om Namah Shivaya!