There doesn’t appear to be a verified canon answer for Shelly’s least favorite animal. The public material I found about Shelly focuses on her interest in dinosaurs and prehistoric life, not a stated “least favorite” animal.

If you mean fan discussion, I found one forum-style post listing Shelly among disliked toons, but it still doesn’t name a least favorite animal for her. So the safest answer is: unknown / not publicly confirmed.