Shane who had believed he's smart, undergo questioning, which he handled professionally.
He even turned the table around and asked if they could find the person that tried to assassinate him, like they are doing for Alex right now. He claimed there's a possibility that the person targeted both of them, since they got attacked the same day.
They couldn't help but admired his skills, he's indeed good, but they weren't after all his gibberish. They only wanted to cut him off Stella's back.
They realize that they have no evidence except Alexander's words, which wasn't enough to do much to him. All he needed was a good lawyer and he's good to go.
After proceeding with their plan and told him about Stella's confession before her release, his gaze darkened and he couldn't even doubt them much.
He assumed Stella might have done that to get back at him for hurting Diana, so he wasn't surprised.