A more comprehensive example of haya can be found in the following hadith:
Abdullah ibn Mas’ud relates that one day the Prophet said, “Be shy of Allah (God) Most High as much as is His due. The companions present said, ‘All praise to Allah, we are shy of Him.’ The Prophet said, ‘That is not the point. Whoever is shy of Allah as much as is His due, he should protect his head and that which it comprises (i.e. mind, mouth, ears), his stomach and that which is adjoining it (i.e. preserve it from unlawful wealth and protect the private parts from the unlawful), and he should remember death and that which is to come after it; and whoever desires the Hereafter should abandon the adornments of this world. Whoever fulfills these duties has been shy of Allah as much as is His due’.” (Musnad Ahmad)
Abdullah ibn Hisham, a companion of the Prophet, reports: “We were with the Prophet (peace be upon him) and he held Umar ibn Al-Khattab’s hand. Umar said to him: ‘Messenger of God! I love you more than anyone and anything else, apart from myself.’ The Prophet said to him: ‘By Him who holds my soul in His hand, this will not do, unless you love me more than you love yourself.’ Umar said: ‘Well, now you are indeed dearer to me than my own self.’ The Prophet said: ‘Now, Umar, you have got it right.’” (Related by Al-Bukahri).
When someone does us a good turn, we feel grateful. If the good turn is bound to spare us exposure to some detriment, we feel heartily touched. If it brings us some happy feeling, we are ever so excited. Muhammad (peace be upon him) did us the best turn anyone can ever have, presenting to us divine guidance at its purest and most complete. He has spared us the worst calamity that can ever befall anyone, which is incurring God’s anger and punishment. He has given us the faith that is bound to fill us with the happiest feelings mankind can experience in this life. If we realize all this, how can we fail to love him more than we love ourselves?