You exited the station. You waited too long to engage the jump drive (mine goes on when the mass lock sign goes away, and I do legal trading). The scan revealed some contraband, I presume. You went to wanted. Someone started shooting you, and you did not hit boost once. You had four pips in engines, but not boost - then put 4 pips in shields.
Question is:
1. Why no boost?
2. What did you do to annoy the law there?
3. Why 4 pips in engines and not shields if you do not boost?
4. Why did you not hit jump earlier?
5. Also, you were flying with FA off, so you gave them a bigger target to hit, as you were flying sideways.
BTW, once the shields are down, 4 pips to them does not help much. Seems like something big was out to get you, since you were masslocked quite badly.
The WANTED came up as soon as the ship scan was completed. So you were either wanted somewhere to begin with, or you had some contraband that the system, not necessarily the station, did not allow. Anarchy station in a federation system, for example.