Shen Nanwei was indeed from Jiangnan. Later, her father passed the official examinations and entered the government service. They settled down in the Imperial Capital, and he went back to Jiangnan to bring his wife and children to the Capital.
Xu Shulou's mother, the woman who was chasing Xu Shulou according to Shen Nanwei, had the surname Bai. She was the wife of Shen Nanwei's elder brother. Shen Nanwei called her sister-in-law.
Xu Shulou was her son, who she brought with her when she married into the Shen family.
He was not biologically related to the Shen family.
After Shen Nanwei explained this, the relationship became clear to everyone.
Unlike the three time-traveling people, Shen Nanwei was a native and held a prominent position. In the beginning, she was reluctant to reveal her identity, unlike the three girls who didn't care whether or not people knew who they were.
However, after spending time together, Shen Nanwei no longer cared about it.