Shen Jun didn't believe that Jiang Chun had feelings for him. He simply felt that Wen Nian was paranoid.
However, he has feelings for Wen Nian. Even if compared to Jiang Chun, and even if Wen Nian mistakenly acted out in anger, he would still protect her and be on her side. He was willing to make compromises for the sake of soothing Wen Nian's heart.
Wen Nian had no doubt about Shen Jun's current feelings for her, but their current issues were not about their emotions. The differing perspectives made Wen Nian feel powerless. All of Shen Jun's actions were compromises for her, but they also demonstrated his lack of trust in her.
During the bonfire activity in the evening, Shen Jun made continuous efforts to entertain Wen Nian, but she found herself somewhat disinterested. They encountered Jiang Chun along the way.