No, the shyness does not need to go. You speak on your other threads about accepting your son for who he is - and the same goes for this girl. Her shyness is part of who she is. Any attempt to rectify her shyness should be done by her on her own terms - and certainly not by her father's girlfriend. The only thing you should be doing is being friendly and respectful to her. If she doesn't want to engage a lot with you, then this is her choice.
That being said, have you and your boyfriend considered the timing of all this? You've only been together for 4 weeks and you're talking about making these girls part of your life. The speed in which this is being done would exacerbate the shyness of his daughter. It's too much, too fast. It's good that the girls know you, but it's too early to get close to them.
Enjoy this time with your boyfriend. But regarding the girls - slow down.
Never regret anything that has happened in your life. It cannot be changed, forgotten or undone. So, take it as a lesson learned and move on.