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She wasn't ashamed of what she had said about her own conduct.
Literal
She [topic-は] her own conduct [about-について] said [thing-こと] [subject-が] embarrassing was-not.
自分の行為について言ったこと ('the thing she had said about her own conduct') is built up as a noun phrase by nominalizing the past clause 言った with ~こと. That noun phrase becomes the subject of the matrix predicate 恥ずかしくなかった ('was not embarrassing'). The sentence describes a moment of standing-by-one's-words — her past self-assessment held up under reflection rather than crumbling into regret.