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Shelly was previously described has having tons of friends that Anna saw as literal physical strings. You can see them here, like she's in the middle of a web. Considering she's a bug trainer, feels like a wasted opportunity to give her a spider motif. I assume the red string is a strained relationship.
Shelly having lots of friends is something that's told and not shown, because we never really see her interact with more people than average or somehow rally them. And as we all know, tell, don't show is the golden rule of storytelling.
