The shake is indeed affecting her, but the blur and distort are not, because there is an adjustment layer with a feathered mask around her, and the blur and distort are applied to that adjustment layer. You animate the effects with keyframes. The shake is just position and scale animated and interpolated between two key frames, the blur and the distort are just that with the same animation. They probably rotoscoped her outline in the adjustment layer so that the mask tracks with her (or just did motion tracking in AE, which is easier in some ways, harder in others)