They should be at least nervous. I think Trump is going to vastly outperform the polls; I think we'll see that there are a lot of Trump voters out there who weren't willing to admit to supporting Trump to pollsters but will do so in the secrecy of the voting booth.
thus far there has been no evidence of that. Only evidence of the opposite: people who are saying they'll vote for Trump, but as soon as they get in that voting booth, reconsider that choice. And admittedly, even evidence of that is scant.
People who were planning to/open to voting for Trump but made a different decision at the booth definitely do exist - even in primaries he won convincingly, I don't remember Trump ever winning among late deciders according to exit polls, and I almost always watched the network coverage.
That's a very good point. There was a well-documented Shy Anti-Trump effect in the primaries until NY, so we actually have more evidence in favor of that than we do in favor of a Shy Trump effect. In light of this, I'm surprised the Shy Trump idea's gotten so much traction in the first place. When in doubt, I would assume the polls are accurate in aggregate.
Um, what examples do we have of Trump regularly over-performing polling pre-NY?