The correct answer is: may.
The word “may” is used to express permission, possibility, or willingness. In this case, the speaker is asking the listener to bring them a shawl if they are going to the market. The speaker is not demanding that the listener bring them a shawl, but is simply expressing their hope that they will.
The word “might” is also used to express possibility, but it is more tentative than “may”. In this case, the speaker would be saying that there is a chance that the listener will bring them a shawl, but they are not sure.
The word “will” is used to express certainty or intention. In this case, the speaker would be saying that they are sure that the listener will bring them a shawl.
The word “shall” is used to express obligation or duty. In this case, the speaker would be saying that the listener is obligated to bring them a shawl.
In this case, the speaker is simply expressing their hope that the listener will bring them a shawl, so the word “may” is the most appropriate choice.