Huh. That's weird. I wonder why I felt differently? Probably because her diction isn't awkward and her speech is full of Westerosi vernacular. I don't recall any references to her being of foreign origin.

Actually, I got the opposite impression of Shae, that she was so used to pressing lesser johns that she completely lost perspective with Tyrion, and pushed him too hard, with no real comprehension of where things stood. That awareness of her position lasting only as long as she pleases her master would be a common one for any prostitute. She really doesn't exert much influence over Tyrion, aside from securing his affections sufficiently that he is unable to refrain from indulging himself with her even past the point of prudence.
Except that one seems to be getting more important as it goes on. And again, yet another case of over-sexualizing the role. For all that Martin's books were noted for their frank sexuality, in hindsight, and especially compared to the show, there was an awful lot that was left in the background. Stannis and Melisandre's relationship was left a lot more up in the air and the extent to which he was a willing or eager participant in the shadowbaby rituals, or even the degree of his knowledge, seemed to have been deliberately ambiguous. His lust for her on the show is certainly out of character for Stannis in the books, from either Davos' observations, OR Melisandre's own opinion of his nature. But GoT wanted to spread one of their more attractive actresses out naked on a conference table so...