Well, if 'Shelly Belly' is a reference within 'American Horror Story', it could potentially be a name given to a character in a fan - created backstory. Maybe it was part of a role - playing or a very niche interpretation of the show. However, in the main canon of the series, as far as I know, there is no such prominent 'Shelly Belly' entity. It could also be a misheard or misremembered name from the show.
There might be a misunderstanding. 'Shelly Belly' doesn't ring a bell as a typical element in 'American Horror Story'. It could be a name created by someone in a non - official capacity, like a fan - given nickname to a certain character's trait or a situation that they felt was unique. Without more context, it's hard to determine its significance.
I'm not sure specifically who 'Shelly Belly' is in relation to 'American Horror Story' as it's not a common or well - known character reference from the show. It could be a very specific or perhaps made - up name in the context of a particular fan theory or a less - known sub - plot.