Here we can have a difference depending on the source of the query. I have my doubts about whether it's really a locution, but not to make the day sour we're going to assume yes. The 'every quisque' thing is for "every person, every one"; but the thing about 'having your shells' in America (Mexico, Peru, Ecuador, Colombia) is "having shamelessness, boldness to behave", while in Spain it is "to have someone their reservations, to be disguised, to act cunningly". I think we're dealing with this last case.
