Aren't the actions and behaviors of Darcy proof enough of his shyness? I believe that his reactions at the Meryton ball are although seemingly prideful also a form of shyness. He says it himeself when Bingley asks him
"Come Darcy, I must have you dance."
"I certainly shall not. You know how I detest it unless I am particularly acquainted with my partner"
He goes on to finish by insulting Lizzie but aren't his arrogant tones a way of avoiding meeting people, a defense mechanism? The author doesn't describe our hero as shy, but there are a lot of instances where Mr. Darcy acts in a manner that is shy, and it is arrogance that hides it. As he gets aquainted with Lizzie, the arrogance melts perhaps as does the shyness?