We don't know what happened between them, do we? We only know he apparently cast her aside.
True! I would widen it A bit with my headcanon: as Shura is a young lady she may have gotten quite jealous when Shiro started to be more absent and serious - she didn't know the reason why Shiro paid less attention to her than before even she admired the man greatly. That's why when Shiro for the first time asked her A favour she got angry (maybe no other relatives so when your only family is then your sensei)
And I have too headcanons for the Gehenna Royal family but can't decide which I prefer over other. The first one is kind of traditional that I think all the 8 demon kings are full-brothers and thus they have same mother.
The other one is that I haven't seen so many powerful female demons around and I can't think Satan caring or paying attention to women in particularly SO I think on this headcanon that Satan is the demon kings' only parent thus somehow creating them alone (something like he goes somewhere where like Izanagi uses water to wash his Face ------>> three new gods are born).