Fluttershy looked worried. Fluttershy asked her if everything was alright. What should she have answered?
No. Things were not alright. But she couldn't prove it. Whenever the pegasus turned to her to ask, one way or another she covered up the door. Maybe with her mane, maybe by stepping to the side. And when it wasn't her it was something else.
A reflection from the window. A book falling from the shelf. A leaf drifting in from outside. It was the door. It was doing it on purpose. It was toying with her. But she would not give in. She would not allow it to make her look crazy in front of the others.
So yes. Everything was alright. She would not let the door win. She wouldn't let it have things its way.