Scheana Shay is standing her ground. After the Vanderpump Rules star hinted on the March 19 episode of the reality TV show that she was once intimate with John Mayer, an insider supposedly close to the musician claimed they “never hooked up.” However, Shay doubled down on her story during the Friday, April 5, episode of her “Scheananigans” podcast. The star addressed the rumors while answering a fan question about a report that Mayer, 46, was “very annoyed by the entire thing and wants nothing to do with her.” “I’m sure John doesn’t love being a story line on Vanderpump Rules, but where did he…