As far as I am aware (and I am currently researching in the area of the
cult of St James myself) one of the reasons that the shell was symbolic
was because of a miracle, where a man was drowning off the coast of NW Spain
and prayed to the saint for help. When he was washed up on the beach, he
was covered in cockle-shells ... However, I can't for the life of me
remember the source at the moment.
Finisterre (literally 'the ends of the earth') is on the coast and it was
sometimes traditional for pilgrims to continue their journey there having
reached Santiago itself - see the pilgrim diary of the 16th century
Italian, Domenico Laffi. Shells on the beach here might also be the
connection.
Regards
William Purkis
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