Can you jack 1 corner at a time and Shake the wheel around, to see if that wheel is tight or if there is play, side to side checks steering, up and down ball joints.
Is your car a manual or auto?
If it is a manual, do u you feel more shaking in the steering wheel or more if you hold onto the shifter?
If it is a manual and you feel alot of vibration in the shifter, it could be in the driveline, driveshaft bearing, flex disc etc.