There is an exercise on this web above.
_is supposed to be put 'that '.
Why you can not leave out 'that' ?
Is there a specific reason?
I am afraid, you have to put 'she' in the missing space to complete the 2nd clause. You can do without "that" which is ofcourse, used as conjunction to introduce a clause that reports something or gives further information (which is the case here), although it can often be omitted in case of transitve verb. The verb "shout" can be used as T/I but here it is used transitively.