Shields have a set of resistances and are only going to hold up against those attack types. Ideally you will want to protect against the damage type of the attack and any status included in the attack.

So let's say you are facing a T3 Fire Howlitzer, so it is doing pure Shadow/Fire damage. The best shield to use would be the Crest of Almire since it protects against both Shadow and Fire. It'll last about 14 hits, 2-3 times longer than the next best 5* shields available.

Don't have the Crest yet? The next best option is a shadow shield. Might try a Dread Skelly Shield... it has Shadow but no Fire and will last about 5 hits. Only protecting against Shadow means that all that Fire damages the shield's health pretty hard. Even so, it is better to protect against the damage type rather than the status type.

If you use a shield like Dragon Scale, Grey Owlite or Volcanic Plate which protects against Fire but not Shadow then it'll break in 3-4 hits.

Shields that don't provide any Shadow or Fire protection like Aegis or Barb Thorn will break in 2-3 hits since the entire attack is absorbed by the shield's health.

Some shields have lots of health like the Plate series but the extra health is only good for perhaps 1 additional hit compared to a shield will less health but the same protections. Resistance will beat health in durability any day.

Of course, it is going to take a long time (and cost) to accumulate shields for every situation. So try to get a shield that will help you most in the areas you are having trouble. Many times it is better to kite or dodge than to try to tank an attack with a shield because if the shield ends up breaking you'll be in a tough situation.