I feel that whilst Shay felt he was a big fish in a big pond six months ago, and that his ability was too much for his ego to accept being second at City, he may have seen such a drastic improvement in the Club, that he must now wonder if leaving would be anything but suicidal.
He is with, potentially the best and most promising set of players anywhere in Europe and a move away would maybe leave him as a 1st choice keeper, but at a Club without a chance of eclipsing his current chances of being involved in the greatest rise in footballing history.
I doubt he'll leave, think he knows though not a perfect situation, his chances will still come to be a big part of a very special project where at least chances of silverware can almost be garaunteed.