I think lots of them are introverted, but Aurora is probably the only one I'd consider shy

I agree that some of them are introverts, but the only ones I could think of as being shy are Aurora and Elsa. But here's the thing, why do we call Aurora shy? She only acted like that when she first encountered Philip. However I think everyone would be shy in such a case, I mean, it was the first time she talked with a human other than her aunts, and the human happened to be a very handsome stranger who immediately started flirting with her.
About Elsa, I'm confused about whether she's shy or not, because we have no idea how she is without having the fear that she will hurt people with her powers. I haven't seen Frozen Fever, so I don't know how she acts there.

Elsa, but I think her shyness was forced upon her due to her upbringing. Belle is a little introverted, but not one I'd call "shy". When I think of shy heroines Violet Parr comes to mind.

^ Violet Parr comes to my mind too. And I agree that Elsa was shy, but the problem is I'm not sure if she is that way in general, or if after she gained control of her powers, she stopped being shy. About Belle, I think she was more lonely only because she felt like no one could understand her and she probably thought of the other people in her town kinda inferior to her. She isn't shy though.
We need more shy heroines! For some reason in movies shyness is treated as something bad, as a character flaw.

I agree with 324anna, especially the part about Aurora. :)

I find Mulan to be sort of shy. Also Elsa

Nope?

I don't think everyone would be. Jasmine and Merida have no fear about social interactions, Rapunzel and Anna and Ariel LOVE meeting people. Belle isn't shy, just selective. I don't understand why people think shy people would just run away like deer when meeting strangers. though I guess 'introverted' might be the correct word for Aurora but just as some say there's not enough evidence of shyness, I don't think there's any that she isn't either. but it's a silly thing to argue over.

other than that, Mulan totally. she genuinely is awkward around people and doesn't know what to say. Elsa is naturally an introvert but I agree any shyness she might have is because of her upbringing.