Is it permissible for a woman to feel shy about listening to the interpretation of Qur’anic verses that speak of marital relations from her brother, believing that it is better for her to hear them from a woman like herself?

Reading the words of the commentators with dignity and modesty does not contradict shyness. The matter is easy; if your sister wishes to read the interpretation of the verses by herself or with another sister, she may do so, and she is not obliged to read them with you.