Shirley shot her with Lelouch's gun, but she didn't die. She was rescued later. She saw that he was Zero.
Shirley, meanwhile, is having a crisis. The man she loves also killed her father.
This is not helped when Mao, another geass user whose power is mind reading, finds her.
Season 2 opens with an illusion. Lelouch is cutting school and gambling. The Black Rebellion failed a year ago. Japan is being crushed under an even harsher heel.
But Lelouch has been given amnesia and false memories, to be bait in a trap set for C.C.