There probably aren't many shy Trump voters. FFS, they're the most in-your-face voters out there!
But there have been studies on this, and there is very little evidence that they exist, at least en masse.
For example, a few studies have looked at online polls and phone polls. The theory is that if Trump supporters are shy to tell people they are voting for Trump, then you'd see the discrepancy with online polls, since online polls are anonymous and you don't talk to human beings. But there are none, at least not statistically.
A recent Monmouth poll showed that a majority of Pennsylvanians — 57 percent — believe there are “secret” voters in their communities who support Trump but wo…
fivethirtyeight.com
What appears to have happened in 2016 is that pollsters under-sampled non-college educated voters and over-sampled college-educated voters. What pollsters found was that non-college educated voters were less likely to respond to surveys. That's different than saying one thing then doing the other, which is the premise of the shy Trump voter theory. Most - but not all - pollsters have corrected for this.
Also note that the state polls have become better. And there are more of them than the last election, not just the number of polls but the number of polling firms. Here is Wisconsin in 2016 and 2020 today.
RealClearPolitics - Election 2016 - Wisconsin: Trump vs. Clinton
www.realclearpolitics.com
RealClearPolitics - Election 2020 - Wisconsin: Trump vs. Biden
www.realclearpolitics.com
Up to the end of September 2016, there had only been 20 polls taken by a handful of polling firms in Wisconsin. This year, there have been 45 polls thus far taken by more than double the number of firms.