Not sure if you mean the Titan's shield perk? (great big blue enegy shield in front of them while they run) they give up shoulder charge or some armor to get that, it's imo a pretty bad choice but maybe I just haven't found a way to make it work yet.
Maybe you mean the blue shield bar over the top of the normal one - that's a melee cooldown item on Defender Titans, I think warlocks can have it too. Need to get a melee kill to activate it and it doesn't offer much extra protection.
If you just mean the normal white shield bar, everyone gets that including you.
If having trouble with headshotting, get a Shingen C / E, preferably an E with stability upgrade option but any Shingen is a headshot machine. Also practice practice practice
Hunters are the hardest, but each 3 class has a fairly static arc to their jump. Warlocks in particular are slow and floaty - not too bad for shooting out the sky.