It’s the first I’ve noticed this, but when they are in the valley of the shadow of death, we don’t see Jesus leading David there. The psalm goes from

He makes me lie down…
He leads me…
He restores me…
He guides me…

And then BAM!

“Even though I walk through the valley of the shadow of death…”

It’s almost as if David is the reason why he finds himself in the valley of the shadow of death, not because the Shepherd led him there. I don’t want to read into the text, but it makes me wonder if this is one of those “Whoops” kind of moments. But the nice thing? There is no reason to fear evil because He is still with us even then.