Shelby, who had shown confidence in his plan before, indicated that his deal with Russia would be completed, but he would not betray his country. The only explanation is that he must have other plans with the duchess, who knows all the plans and knows the Russian aristocrats like the back of her hand.
Let the audience know that everything Tiana did for Sheldon before was actually for herself, for the smooth completion of the plan, and for getting rid of the shackles of the family who dreamed of rejuvenating the country.