About Ungoliant being Shelob's parent, in addition to Olorin_TLA's arguments, with which I agree, her old age and the similarities between them, also reinforce my opinion on their close relationship:
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There agelong she had dwelt, an evil thing in spider-from, even such as once of old had lived in the Land of the Elves in the West that is now under the Sea, such as Beren fought in the Mountains of Terror in Doriath, and so came to Lúthien upon the green sward amid the hemlocks in the moonlight long ago. How Shelob came there, flying from ruin, no tale tells, for out of the Dark Years few tales have come. But still she was there, who was there before Sauron, and before the first stone of Barad-Dűr; and she served none but herself, drinking the blood of Elves and Men, bloated and grown fat with endless brooding over her feasts, weaving webs of shadow; for all living things were her food, and her vomit darkness.
Shelob's Lair
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Which book is Tevildo in?
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In HoME 2 'Book of Lost tales 2', and HoME 3 'The Lays of Beleriand' [img]smilies/wink.gif[/img]