So much happens with Shelby somewhere in between her time on the island and her time in the bunker. First, we hear Daniel insinuate that Shelby has another personality, implying she could have dissociative identity disorder because of the trauma she's faced.
When we see Shelby in the bunker for the first time, she's on crutches with a hurt ankle and her head is shaved. The interviewers want more out of Shelby than she's willing to give — at least without seeing Leah. And when they finally let her see Leah, she slips her a note that says Leah was right, presumably about their time on the island not being an accident. Additionally, at the end of the season finale, Shelby goes into anaphylactic shock, struggling to breathe, but with a nurse at her side.
Despite all of this information, we're left with so many questions! Does she have dissociative identity disorder? What causes her to go into anaphylactic shock — or is she faking it to help Leah, who in the meantime finds out about the Twilight of Adam?