Satella events are available for everyone, no matter which god MC worships; Shalia events, on the contrary, only happen if MC worships her (it makes sense since a goddess like her wouldn't be interested in someone who hasn't faith in her). So, if you want to see such events but don't want to restart from the beginning, here's what you can do:
-) open renpy console by pressing shift+o (if it doesn't work it means the console is disabled and must be enabled)
-) type "call shalia1" for first Shalia event
-) after the first game night, type "call shalia2"
-) 3rd event normally happens after Satella's love reaches 25, type [Satella.love] to check it or ignore it if you like; type "call shalia3"
-) 4th event unlocks when Satella's love is 50; type "call shalia4"
-) last event is not a dream, it happens when MC is going to end the day and unlocks when Satella's love is 75; type "call shalia_visit"; it is the last event of Shalia side story and also interrupts game nights with Satella