When considering Siffrin's self-conscious emotion, it's clear that he often experiences shame. They do have moments where he feels emotions like embarrassment (such as when he consistently hits his hip into a counter in the House every single loop makes an embarrassing sound audible to the rest of the party) and guilt (like when he made Mirabelle sad before the looping started by not acting super enthusiastic about her sleepover idea. However, these specific instances are drops in a bucket compared to the instances where Siffrin feels shame regarding his whole whole-self and not just specific behavior. Certain instances do happen that trigger these moments of tremendous shame, like the first time Siffrin dies to the boulder, or if they get crushed by it again, or at certain major story moments when he loops back, but these specific moments get internalized by Siffrin as "I can't believe I did that" rather than "I can believe I did that," often expressing frustration with their "supposed" skills when he makes mistakes, even if it's something new they hadn't encountered in a previous loop.
An argument could be made some of these feelings might be more embarrassment-leaning than shame, as Siffrin is willing to go back and try again after making mistakes, even finding some comfort in it at first, but Siffrin's shame becomes especially evident when it comes to his fears of being rejected by his family. Any time he acts "strange" and scares his party unexpectedly or when individuals like Odile deduce that Siffrin is looping through time, he unconsciously controls his looping ability to avoid the incident (avoidance being a characteristic related to shame) because he's afraid his friends would hate him if they found out how much he cared for them while they (in Siffrin's mind) don't care about him as much or think he's weird. Fortunately, Siffrin was very wrong. He learns that after finally telling his family he made the wish to stay with them, after which they tell him how much they all love him and that the group wouldn't separate immediately, breaking the loops forever.
