Second Harmonic Generation (SHG) microscopy probes the organization of tissue or material structure through morphological and polarization analyses. In terms of diagnostic or analytical potential, it is important to understand the coherent and incoherent aspects of the emission in highly scattering environments. It is also of fundamental importance whether the SHG polarization signatures are retained in such turbid media. We examine these issues for purified cellulose specimens, which, in analogy to structural proteins, comprise highly birefringent and chiral fibrillar structures. In these matrices we observe predominantly coherent forward directed emission as well as backwards contrast consisting of direct, coherent emission and an incoherent component arising from multiply scattered forward directed SHG. These processes display a pronounced depth dependence evidenced by changes in morphology as well in the measured forward-backwards ratio (F/B). Specifically, from regions near the surface the backwards channel displays small fibrils not present in the forward emission. In addition, at depths beyond one mean free path, the fibril morphologies become highly similar, suggesting the observed backwards contrast is also comprised of a component that arises from multiple scattering of the initially forward directed wave. The depth dependence of the forward to backward ratio is consistent with Monte Carlo simulations of photon diffusion based on the measured scattering coefficient mus of 75 cm-1 and anisotropy factor, g=0.94 at the SHG wavelength. Consistent with the experimental observations, these simulations indicate that the backwards channel becomes increasingly incoherent with increasing depth into the specimen. We also demonstrate that the polarization dependence of the SHG can be measured through 500 microm of thickness. Similarly, the SHG signal anisotropy is largely preserved through this depth with only a slight depolarization being observed.