Peers Observing Peers

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Instead of you shadowing the user, why not asking a user to shadow another one? This method will give you more insights, the user will compare how he/she would have behaved, he/she will probably tell more on sensitive subjects than during an interview. You can then highlight which are the unclear, missunderstood functions.
Or you can also ask a user to actually observe his self on a video you've recorded and comment his experience. This is how you get closer to your users and develop a product that will fit their behaviours.
Find a bit more about this method on IDEO DesignKit page.