The lines in which this phrase occurs are:
... by the marge unhail'd
The shallop flitteth silken sail'd,
Skimming down to Camelot.
What makes these lines somewhat puzzling is that they are located in Part I of the poem and yet seem to describe the Lady of Shallot floating down the river after the curse has come upon her. However, we only discover the curse in Part II, her vision of Lancelot in Part III, and her departure for Camelot in Part IV. This means that the time sequence of the poem is not linear.
The lines in Part I present us with a mystery, the "royally apparelled" Lady of Shallot lying down dead in a silken bed in a "shallop" (a term meaning a small sail boat) floating down the river to Camelot. This mystery is presented to us in the present time of the poem. Parts II and III explain the events that lead up to this event, with Part II describing her life before Lancelot and Part III describing the arrival of Lancelot and how the curse is triggered. Part IV leads us back to the "present" of Part I, with the Lady floating dying and eventually dead down the river in the shallop.
The mention of her departure being "unhail'd" is in a way sad, because it suggests that no one really cares about or notices her death; it emphasizes her loneliness.
The lady's tower is a grey prison. Outside the tower wall, the poet describes the many signs of life. There are fields of barley and rye. The roads running through the fields are full of people. In other words, the world outside of her tower is teeming with life. She is stuck in a drab, lifeless interior. The small boat (shallop) flows down the river. She waves but they do not see her. The shallop floats freely. In contrast, the lady is not free to move about. She is imprisoned. The other significant aspect is that she is a mystery to the people of the outside world. In the next stanza, the speaker says that only the reapers hear her in the early morning. They conclude that it is the "fairy Lady of Shallot."
She is the damsel in distress or the damsel imprisoned. Like Penelope waiting for Ulysses or Rapunzel waiting for a prince, the Lady waits for Sir Lancelot. She waits while everyone outside moves freely. The boat (shallot) moves freely and does not hail her. This emphasizes her loneliness and her dilemma of being trapped and unacknowledged. Unlike the boat, she is not free to flow toward Camelot.
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