Hi Nora,
I don't know at what point the egg case (or "shell") is released by the
female - whether it is after the eggs are laid, or after they hatch.  I
suspect the latter.  In any case, there is a period during which the female
stays within the shell and looks very much like an ordinary Nautilus.  There
are a couple of photos of this on the website I mentioned earlier.
Regards,
Paul M.