In the absolute reality, Shiva is Krishna, Krishna is Shiva.. These are not two, just two names but one Ultimate Brahman.
From the Advaita (non-dual) pov, the way I see this is that in Bhakti marga (devotional path) when we see different forms of the Almighty, we may have Ishta (favourite form of the divine). Some may have Shiva as the Ishta, some may have Krishna as the Ishta and so on.
For True Shaiva, the one whose Ishta is Bhagwan Shiva.. Shri Krishna would be like a Guru. So worshipping Krishna as his/her would ultimately lead him to Mahadeva. Similarly for a true Vaishnava, Bhagwan Shiva would be the Guru and he/she can worship Shiva as Guru to get Bhagwan Krishna.
Since I like Smarta philosophy the most, all of the deities are one and same for me. I am slightly inclined towards Goddess Durga whom I consider as my Ishta Devi. Navratri is my favourite festival as that is the time when I experience a next level joy. Maa Bhavani acts like a bridge in a devotion towards Shiva and Narayan. Parvati is the consort (Ardhangini) of Mahadeva
But also the sister energy (not biological relation) or the female version of Narayan (Gauri is described as Narayani, many texts state that Uma herself is Vishnu, only male and female forms differ but not the Param Tatva).
So it's Maa Lalita who aligns my devotion for Shiva and Vishnu (any form, be it Shri Ram, Shri Krishna etc.).
So because of her blessings, I see Shiva and Narayan as absolutely one and same Reality.
But as this question is asked about Krishna leading to Shiva. I would say that for a devotee of God Shiva, Shri Krishna acts as the perfect guru. For progressing in the path of Shiv Bhakti, a devotee can read about how Bhagwan Shri Krishna glorified Mahadeva as the Almighty Para Brahman in the Anushasan Parva of Mahabharata when discussing about his time with Rishi Upmanyu as his Guru while speaking to Yudhishthir Maharaj. A Shiva devotee can indeed see Krishna as his Guru and since Skanda Purana, the largest among all Puranas, declares that there is no difference between Guru and Ishwara, it would further strengthen the oneness of Hari and Hara.
Jai Shri Krishna 🙏 Har Har Mahadev 🙏