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It can be a real mess! Shein takes ages to process returns, like weeks, and then there are all these hidden fees that pop up at the end. A lot of people just give up because the return shipping ends up being way too expensive, especially if the item was cheap to begin with. If you're shopping there, you're better off going in expecting that you might not be able to return stuff easily and choosing carefully before you place your order!
Shein is indeed known for having somewhat bureaucratic exchange and return processes, with short timeframes and expensive return shipping or costs borne by the customer. The best approach is to already expect this when making your purchase and only request an exchange or return if it's really worth it.
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