Here is an excerpt from Harry Potter and the Prisoner of Azkaban.
What is the subject of the sentence marked in bold?
"We need to find her," said Dumbledore. "Professor Mcgonagall, please go to Mr.Filch at once and tell him to search every painting in the castle for the Fat Lady."
"You'll be lucky!" said a cackling voice. It was Peeves the Poltergeist, bobbing over the crowd and looking delighted, as he always did, at the sight of wreckage or worry.
"What do you mean, Peeves?" said Dumbledore calmly, and Peeves's grin faded a little. He didn't dare taunt Dumbledore. Instead he adopted an oily voice that was no better than his cackle.
"Ashamed, Your Headship, sir. Doesn't want to be seen. She's a horrible mess. Saw her running through the landscape up on the fourth floor, sir, dodging between the trees. Crying something dreadful," he said happily.
Here, the Fat Lady who was in the painting had run away, and we can guess from the phrase "Crying something dreadful" that she'd had a great fear.
So I thought she can't be the subject of "ashamed", cause it does not match with "fear". I mean she was just scared. We can't be "ashamed" to see something horrible, right?
But it's also weird to think Peeves as a subject in my opinion, since he doesn't have anything to be ashamed of.
What have I missed here? Who's the subject here?