The beauty of this image is the three messages that are portrayed. The young shepherdess has sought physical refuge within the protection of the Crucifix shrine. Christ on the Cross watches over her spiritually (protecting her from the storms of life) while, at the same time, affording her physical protection from the raging storm. Finally, she clutches closely a white lamb in her arms, the lamb being a figure of the Christ referenced multiple times in the Old & New Testaments.
"I am Alpha and Omega, the first and the last, the beginning and the end. Blessed are they that wash their robes in the blood of the Lamb: that they may have a right to the tree of life, and may enter in by the gates into the city. " Apocalypse 22:13-14