Shannon's Lie
I think, knowing what we know about these people, I'm gonna go with either...
1. David's cheated before or possibly multiple times or..
2. Shannon started out as a mistress with David and therefore shouldn't have been surprised. This would also explain why his family never liked her.
These are my best guesses. It can't be anything huge and she never said it would destroy her family just that it would hurt and I think at this point anything more to change this happy ending narrative of David's affair would drive Shannon nutty.
Any other guesses?