We picked up Baelor and Shae at 930 this morning to get ahead of the snow this evening... did a 5 hour round trip all before work at noon, but it was a short shift and J stayed here with them.
They are exemplary. They did so well in the car and have been extraordinarily well behaved here even as they try to settle in. Shae is a bit of a mess emotionally but Baelor is really just going with the flow, exploring, being friendly, happy to be here. Shae is very, very, skittish, watching our every move, but what Baelor does, so too will Shae, so she hasn't been too difficult in that sense. She DOES seem to be relaxing at times, she is just very on edge which is exactly what we expected and we're all just having some quiet time for them to decompress (after play time before car ride and after, and some more play time 30 mins ago).
So... basically everything is great so far, hopefully Shae will start to settle some for her sake (and the neighbors, there's been lots of barking...) but they really are doing very well for T+3.5 hours.
Thanks everyone for the advice and support.