I recall it was mentioned in earlier chapters that shizuku might be alpha because of how protective she was over naoto. i think that the panel where the twin tail girl was pointing outwards was referring to how in the past shizuku recieved harsh comments by her classmates because her "mother" (quotations because i don't think it's wrong to refer to naoto as a father too) is male which i assume does not occur as usual as female omegas (just seems like a lot because it's a yaoi trope) and little kids don't understand the concept of secondary sex yet. the line "omegas are trouble" refers to how naoto thinks he has caused a lot problems for his daughter growing up because he's omega and omegas are treated inferiorly.
They never said one way or the other, but Hazuki said he thought she might be Alpha because of how she always protected Naoto.
Is Shizuku-chan omega?