As for shame, it depends. The so-called dirty laundry must not be published.
For example, relatives and friends have been informed, and everyone knows your wedding date. It may be awkward to cancel the wedding.
If you plan to get married without notice, it will be much better if your family knows.
Family members can understand when they know. Other relatives and friends may not know the specific reasons, and there may be misunderstandings, so there may be different versions.
On the other hand, since you have chosen to cancel, you should think more about how to deal with your feelings and don't care too much about other people's opinions.
I hope this answer can help you. Thank you.