Shishi is indeed watching Daud very carefully. For all that he is prepared to pounce if something happens, both Shura and her animas are really just anticipating the dragonet's first heartbreak and the ensuing bawling that was bound to happen after being rejected.

"Aconite," Shura replies, trying to decide if he's merely tolerating the dragonet or if there's something else. She doesn't doubt that he could guess at what was actually trying to get into his lap. The illusion spell wasn't hard to spot, and besides, Billie was likely to have told Daud about her. "But only Strange calls her that."