For T3 Shock Fiends, you'll want both Shadow and Shock defenses. In an ideal world these would be on both your Armor and Helm, but rarely is someone going to have enough armor options to make the optimal build for the strata. So at the very least you want something that has shadow and something that has shock, Bopp's suggestion would do just that. A Divine Set would actually give you two parts shadow and shock which is optimal, but would leave you completely vulnerable to all those Gremlins, Beasts and Jellies in the same strata.

All around sets like Divine/Skolver are perfect for T2 because all damage is at least half normal. The end result is that any hit you take will be no worse than if you only doubled your protection for part of the damage. For example, a Poly in T2 is going to do the same damage to a mixed set as it would to Vog Cub even though Vog has no piercing defense. Someone wearing Skolver though would take very little damage, about 50% less than those in mixed or Vog.

The problem with an all around set in T3 is that every pure attack is going to hurt 50% more than if you were fully protected against that attack. The good news is that you'll never take the full blow, which happens if you aren't protecting against the attack at all. Again take the Polyp example... let's say Skolver would be 4 pips of damage. Thus Vog would be 8 and mixed would be 6. The mixed set isn't as good as Skolver, but it is definitely a better than Vog. So if you ever have the opportunity, double your protection against the attacks. But if you can't then a mixed set is better than no defense against a damage type.

That is how damage defenses work. Status resistance on armors is an entirely different matter. When hit with a T3 zombie's Normal/Shadow/Fire attack in T3, you should take about the same amount of damage regardless of your armor's fire resistance. (Tests showed it could differ between 0-1 pip of damage, but that could just be due to the armor's damage defense differences between sets and not status resistance.) If you catch on fire though, fire resistance will vastly decrease the severity and duration of the status. As an example of the difference, full fire resistance from Vog will burn 5 seconds for 4.5 damage vs Skolver's 8 seconds and 13 damage. Fire seems to ignore what damage defenses you have and only care about status resistance. I assume Shock and Freeze acts the same way. Shock damage might be affected by Elemental defense as it is on mobs, I don't know of any Shock testing. But Fire has been tested quite thoroughly thanks to the Fang of Vog.

Unlike armors, shields care about damage defense and status resistance when calculating damage to the shield's health. Against a T3 Fire Howlitzer (Shadow/Fire) a Crest of Almire which protects from Normal/Shadow/Fire will last much longer than Grey Owlite's Normal/Elemental/Fire or Dread Skelly's Normal/Shadow. How much longer? In that example, Crest will hold up for 14 hits, Grey Owlite 4 and Dread Skelly 5. The Howlitzer just barely edges out Crest's regen abilities, thanks to deflecting both Shadow and Fire. A shield that offers none of those protections, i.e. Aegis/BTS, will break in just 3 hits.

Hope that helped a bit :) Back to your question though, full Divine + Crest of Almire = owning Shocking Fiends. But with every advantage comes a price as you are vulnerable to other things lurking in the strata when wearing that gear. So try to protect against the things that give you the most issues then dodge everything else.

P.S. I'm working on an Armor guide, if any of this was overly confusing or you still have questions about such things do let me know!