I also found out you can choose who gets shielded at the beginning of combat. I tested it out 20 times and each time he would shield himself and whoever I put in the team next. So the Main is always the first person to be "placed" on your team since he can't leave. Whoever you place next (2nd) will get shielded no matter where you put them, but if you adjust and drag them around so it changes then it will also change.