I've only ever heard Shea pronounced Shay but obviously as your maiden name you know how to correct that. The combo is okay and I give a pass to family names.
I think the way she typed it, Sh-A, and Shay would be pronounced the same, she probably just didn't think about it that way. Unless it's supposed to be Sh-Ah with an a sound like "apple."
OP, either way it doesn't change my stance.