comments:
I'm a software developer, which means that I don't trust software. So, I'm a big fan of enforcing requirements like that in hardware. What you want is a single-pole-double-throw (SPDT) relay with a coil that matches your line voltage and with a current rating that's suitable for your use. For example, if you're working with 120VAC line voltage, you might pick this relay. (Not necessarily a recommendation, just an example, though I have used one of these relays in my own application and it worked as expected.) Wire output 1 of the Shelly to the common terminal of the relay. Wire the two other terminals (NO and NC) to each of the speed wires. Wire output 2 of the Shelly to one of the terminals of the relay coil, and wire the other terminal of the relay coil to neutral. Now you can use output 1 to determine whether the fan is on or off, and you can use output 2 to select the speed. (Swap the NO and NC terminals if the speed settings are backwards from whatever you expect.) If you hook it up like this, it's impossible to get into a situation where both speeds are selected at the same time.