She was never actually “Princess Diana”

Although the press and public have always referred to her as “Princess Diana”, she was never actually an official “Princess”. That’s because only a princess by blood may be styled with her name after the title. Princesses by marriage are styled by their husband’s name after the title (e.g. “Princess Charles”). Diana’s official title during her marriage was “Her Royal Highness The Princess of Wales”. After her divorce, she lost the HRH and became “Diana, Princess of Wales.”
She wasn’t actually shy

When 19-year-old Lady Diana Spencer was introduced to the public as Prince Charles’s intended, the press promptly nicknamed her “Shy Di”. But there was nothing shy about her, according to one of Queen Elizabeth II’s former press secretaries, Dickie Arbiter, as reported by Vogue. If she kept her head down while talking, Arbiter explains, it’s only because she was so much taller than most.
Diana’s brother, Charles, 9th Earl of Spencer, agrees. “She was never shy,” the Earl told People.
Her nickname wasn’t actually “Di”

Spencer also notes that Diana was never known as “Di” until the press started calling her that. Her actual nickname during childhood (and it stuck to her throughout her adulthood, as well) was “Duch” – as in “duchess” – because her family liked to say that young Diana behaved like a duchess.