Heartbroken in Westeros: A Game of Thrones Relationship Update

From the outside, Tyrion seems to have it good romantically — he has a wife and a smokin' hot mistress. Of course, the marriage isn't great, and things are crumbling with Shae, too. She sneaks into his room and tries to get him turned on, only to get rejected. When she storms out because Tyrion won't tell her to go — or stay — she's spotted by one of Cersei's servants. Could Shae be in danger as well as heartbroken?