What is the deal with Shelly?

Shelly the Crab is a very unique creature, appearing only in trailers of the game, but never shows herself in game, and now something is very suspicious about the little crustacean after seeing the previous two adventure trailers. She appeared in the Sea of the Damned TWICE, one where she was next to one of the Ferryman's wraiths, and the other where she appeared to try and warn Merrick of Amaranta. How could a little living animal be able to venture into another realm without the use of a veil stone and seems to be very intelligent when she tried communicating with a pirate? This has me wonder that Shelly is not a normal crab.