Lady Shay met these two mistresses as she hunted down the guy who had conned her. Unknown to her, he had also conned them and they were also looking for him. The mistresses decided to join forces and they tracked her down and when they caught her, they tortured him after they had stripped him naked. They used cigarettes as well as their boots to degrade and torture him until they were satisfied it was enough for him.
Lady Shay does not like it when a loser wastes her time. She values her time and when someone is late, she feels like it is a direct insult on her. That is what she felt today and she had to make this loser know that it would not be tolerated again. She used her feet to torture and humiliate him in a way that communicated what she wanted him to understand.