Shirayuki is a test subject[]
With her unusual name and red hair, it is likely to confirm that Shirayuki comes from another dimension. In my theory, she's probably a test subject from the future who is accidently transported into a medieval time and she's unaware about it. That's why Shirayuki treats everybody as her friends and had no knowledge about the world she is living in, except that she's protected in her castle.
Shirayuki and Obi are secretly in love[]
Obi is like Rem to Shirayuki while Zen is like Emilia to Shirayuki. In most scenes in the second season, those two were often hanging out together. When Shirayuki wakes up and greet to her friends, Obi is the one who she knows very well.
My other theory is that Obi is actually a nobleman, he wants to be friends with Shirayuki so he starting working at Wistalis Palace, pretending to be a servant.
Zen is faking his love to Shirayuki[]
Zen is one of the few characters I have known in the show to have a weakness, anger. He's not the kind of person you'll find in shoujo animes. In my theory, everything Zen wants is to win against Raj and his brother, so he used Shirayuki as his shield in order to improve his unhealthy relationships with his rival.
Not only he is spoilt, handsome or rich, he's quite an unstable person, very troubled by his feelings. His feelings turned from happy to sad, and then to angry. His jealousy doesn't need to do with evil, but for the safety of Shirayuki and members of his court.
Its also obvious that Shirayuki is in love with Obi, but if there's another person whom she likes the most, its Raj.
When we look at Raj, he's an awkward person, with some nice things on his feelings (very much like Peridot from Steven Universe). He had nothing against Zen, but [Zen] doesn't feel positively about him.
Shirayuki and Zen don't like each other[]
Shirayuki is some time traveler has a thing for animated pretty boys. He found someone who meets criteria. She is acting on hormones, not feelings. Then she kind of, lost interest in Zen and move on to more pretty boys she could meet during her journey.
Zen saw her as some sort of pet. Like a poor, lost, cute puppy that kept crawling back to him. Shirayuki was a poor, lost, cute human that kept coming back to Zen as if it thought it was person. Zen decides to keep his new pet human and Shirayuki thinks he's scored it big.