Forgive me if I'm wrong, but I think there is a setting in the gameplay options menu that can fix that issue. There are several 'auto-add ___' and 'auto-remove ___' from hotbar options that you can toggle on or off and I'm quite certain there is one for equippable items. EG, auto-add potions to hotbar and auto-remove spells are both turned on by default. If you turn the appropriate option to not auto-remove items from your hotbar, your shield should stay in the hotbar c:
If I have somehow imagined this feature, I think it would be a good one for Larian to implement.
