Hi L.!
I know every child is different, so I am going to share what has happened with all of mine. It might not be for you, but at least you have some input!
All of mine have gone through shy periods, notably at 3, 6-7, and 9-10. They seemed to come out of nowhere. Sometimes, I thought back and realized that there was stress in our home (like a new puppy that I had to spend time with, etc.), but other times I either couldn't figure it out or it was something known only between them and God. The good news is that they all grew out of that phase, and they are normal, non-emotionally scarred pre-teens or young adults. My 11-year old girl still will come to me when she is out or needs to make a phone call and tells me she feels shy. I ask her if she knows why, and if she knows, she tells me. It sounds like you have the same sort of loving, open atmosphere in your house that your kids will feel comfortable telling you also.
The thing I had to fight was being concerned that I had done something wrong. I guess the proof is in the pudding now that I see them. Of course, all moms feel this way sometimes...I still do. The fact that you care about this shows how good your kids have it, and if I were to make a prediction they are going to be great adults.
Just my 2 cents!
C.