A pronoun shift is when you modify the pronoun in the same sentence, then the reader is not able to understand who is the subject of the sentence.
In the exemplified sentence the pronoun inserted incorrectly is <u>they</u>, shifting the initially singular subject "The student" (pronouns he or she) to a plural pronominal form.
When correcting, the writer must evaluate which is the desired pronoun, that fits his subject.:
<em>(Singular form) If the student feels ill, he/she should be sent to the nurse.
</em>
<em>(Plural form) If the students feel ill, they should be sent to the nurse.</em>
So, the pronoun shift that should be circled is They
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