I hate the Lady Shylock character!
First, let me say that I think the actor actually did the best she could with what little was given.
The character sucks! I'd have to imagine that this character was conceived as a joke cause there was no redeeming quality to the character. There was no nuisance to her. It was a caricature of what they think would be a female mobster. The first time we meet her, she is making a crass joke about Paulie's ball. Then, she has a beefcake as her boyfriend. Then, when she goes to collect, she must mention that she is a woman cause we couldn't tell! Then, when The Shah of Iran threatens to kill her, what does she do? Of course, offer blow jobs! Even in the sit down, she emasculate her beefcake boyfriend. Last, on her final scene, we get to see her running around naked. I mean... that character was a low point in the series for me. Frankly, I feel like she was made in a misogynistic manner. And like Carmella, I'm no feminist.
Anyways, what can you? You pick up the pieces and move on.