Eh, when I was in the malls (in Dubai, not Abu Dhabi), I really preferred to keep my shoulders covered. It's the "normal" look for women, so I just preferred to fit in. The "dress code" in the mall says keep knees & shoulders covered...maxi dresses for me! Plus they have tons of pretty pashminas there, if you want an inexpensive souvenir. Nobody will harp on you if you wear something skimpier (unless like as swimsuit or something), but some people may stare a bit.
But only 3 days? I'd stick with just Dubai, unless you're really not that interested in it. It's almost a 2 hour drive each way to Abu Dhabi, and it's really not very accommodating during Ramadan. There are a ton of things to do in Dubai anyway.