JetPack

JetPack does a lot of things, so it's easily likely to interfere or conflict with a lot of plugins.

There is a known conflict between the Shield's Users Protection feature and JetPack's 'Protect' option.

You cannot use both at the same time and may face lock outs.

Also, there is a conflict between JetPack Brute Force Module and Shield's Login Protection Zone.

JetPack Sharing is getting blocked

If JetPack Sharing is getting blocked when it tries to connect, you can unblock it through the Firewall Zone and turn "Anonymous Rest API" option off.

If the problem still remains, turn "Disable XML-RPC" option off.

For more information about these Firewall Zone options, read the article here.