Shambles isn’t a description of the shambolic look of the buildings. It relates to the word ‘shamel’ as this street was the ancient trading place of York’s butchers. A ‘shamel’ was a stall or bench on which meat was displayed, hence the low, wide window sills on the shop fronts.
It is a tiny space dedicated to one of York’s Catholic martyrs, Margaret Clitherow. She was executed for harboring Jesuit priests and was killed by “pressing” ie. she was squashed to death. She was canonised as St Margaret of York in 1970.