OP here! Thank you so much for giving me the etiquette latitude to realize that doing my job and protecting my clients is anything but rude.
One of the two bosses (the one who oversees Shelly directly and me indirectly) is fine only being copied on items that require her attention. My immediate boss, on the other hand, has found our interactions fascinating and has asked to continue being copied on emails for research purposes as she works on a degree in management. She can also keep an eye on things and escalate matters as needed. Love that woman!
The interesting thing about Shelly's complaint that she worked all night is that she had emailed me before 9pm the night before that she was caught up. Which time was she lying to me? Keeping my boss in the loop will be a pleasure. She knows how troubled things have been and is a personal advocate of mine.