Sorry that this has happened to you, FS. When I got married I nearly committed a similar error, simply because of my own thoughtlessness and through having so much to do. A good friend of mine who I was at Uni with, had got married and had a baby just three months before my wedding. At the time we wrote the list for the invitations the baby was not born, so I just put her name and her husbands on the list. The baby was born just before the invites went out, but I forgot to add her name to the list and someone else wrote the invitation. I only discovered my mistake when I rang her for a chat and she talked about trying to get the baby to take milk from a bottle so she could come to the wedding ... she had assumed I didn't want the baby there!! I was mortified that I had made such an omission as it had become a big deal for her, and was just so glad I had spoken to her before the wedding, or who knows what may have happened......
Although the situation is not quite the same, I did wonder if something similar had happened in Mrs X's mind - she retained a historical view of your position in her life (much as I had done with my friend pre-baby), rather than re-evaluating the friendship in light of what has happened more recently. OR - was it for a similar reason that you did not invite her to your hen night - would you have known anyone else there except her? You mention that you are shy ... She may have been trying to spare your feelings rather than upset them.....
Also on the subject of being left out .... I was invited to a friend's hen night, but not to the wedding (and as far as I can gather the ONLY one at the hen night not invited), though she came to my wedding and we had been friends for years ... I did feel snubbed at the time but thought that maybe they were too tight on budget/space to invite me and felt they would have to ask my dh and dds too... it hurt for a while but I was able to get it in perspective after a bit.
I could go on ... neither of my bridesmaids asked me to be their bridesmaid, and none of my chosen godparents asked me to be godparent to their children ... it makes me wonder if I am as good a friend to them as they are to me.... but I am learning to be less sensitive about these things now.
In terms of what to do .... it may alleviate your feelings if when you next see her you ask her (conversationally) if she had a good time at her hen night, where they went, who was there etc. You may find that you would have known no one, she may even be glad you brought it up and mention why you weren't invited .... otherwise I would say just forget that this has happened and don't let it spoil your friendship. If she is the kind of person to deliberately snub people in this way, you will see it happen again in other circumstances - if not, you will know it was simply an oversight similar to mine!!
sorry this is such a long post!