Tyrion: “Shae, I can’t see you anymore because if my father finds out he’ll kill you.”
Shae: “La la la I can’t hear you!”
Yes, she’s freaking obnoxious. If any male character acted this way we’d say the same. Her instinct for self-preservation was strong right up until she saw the pretty lights of King’s Landing, and now her brains have leaked out of her ears.
(In the books she’s playing a longer game, seeing Tyrion as a stepstool to higher things, but unless her character does a 180 very soon, that’s not how it’s going on screen.)