This theory is going to be hard to do since I have to watch EVERY Aphmau video to find clues and hints as to why her nickname in PDH is Shu.

When you think about it it really is a mystery, Jess has not dropped hints in any of her seasons as far as the viewers know. But besides the videos, you can also look up on wikia and google. And I looked up on Wikia on anything about the word "Shu". Now, I don't remember much from S1 of PDH, but we can figure it out by knowing what kind of character Aphmau's MMO avatar is. Now, Aphmau loves to play Final Fantasy XI and I was looking on the F.F.XI wikia and there is a CHARACTER NAMED APHMAU. But, what if " Shu" isn't a reference to something? Jess might have used that name from when she herself played F.F.XI and she probably just made it up. I myself am not 100% sure about how Jess got that name and I have no idea why. But I DO know where Jess got the name "Aphmau", she got it from the character Aphmau from F.F.XI. But wait a minute, "Shu", that sounds an AWFUL LOT like "Zu" as in, "Zu-Zu" (Zane). This theory will be discontinued until I find more evidence to this theory.

TKDitto613 Sorry dood ;-;