He spins narratives. As a result, he feels no more anxiety. And now, instead of being anxious, he is worried. The greater the conflict between grandiosity and reality, the bigger the gap. The patient feels pathetic and foolish, deserving of mockery and humiliation.
Narcissists adopt all kinds of defences to counter Narcissistic Shame.
They develop addictive or impulsive behaviours. They display haughtiness and exhibitionism and so on. The second type of shame is Self-Related Shame. It is context-dependent. This assumed control by the agent imputes guilt to it, if it acts in a manner incommensurate with prevailing mores, or refrains from acting in a manner commensurate with them.