Shai wouldn’t be the first ghost to forget her death, nor the first to not know quite how it happened. Death snuck up on people in a thousand ways, fast and slow and by surprise, and its inevitability made it no easier to accept.

He was, as she had just reminded him, a powerful man. He had, it seemed, everything
any man could possibly want in this life. But there was something else that he wanted, and he was not at all sure he would ever have it. He was certainly not going to ask today. Maybe not even tomorrow or the next day.
He was afraid to ask. He was afraid the answer would be no. And, if it was, he could never ask again. So the question must wait.
He wanted her love.

Wulfric Bedwin - Slightly Dangerous

A vista of bleakness opened in his mind, a vision of day upon day with nothing to do, with not even the remotest possibility of usefulness. This was a greater terror than the cell itself...

..He stares at the ceiling.
It is like a night sky without moon or stars.
'I will never see the night sky again,' he thinks.
Then he remembers the birds.
For a moment, the cell is filled with moonlight and hundreds of tiny singing creatures. Then they are gone, and the cell is dark once more.
'How strange,' he thinks, 'that although dreamers can be imprisoned, their dreams cannot.'
And then -
All at once -
Stories, he thinks. Tell stories.
For a moment, he searches his memory. Pictures flash out of the darkness - witches, maidens, wise dolls, magical birds. Then with the air of one beginning a long and difficult journey, he whispers:
'Once upon a time...'