My IP is whitelisted but I still get blacklisted/locked out

If you get blacklisted/locked out despite of having your IP whitelisted with Shield, please ensure the IP address source under General Settings => Plugin Defaults is correct. 

You can use the Welcome Wizard to set that up, stage "IP Detection".

If this doesn't help, please use Activity Log Viewer to review your site activities.

It will tell you exactly what's going on, what's being you could get the problem resolved.

Note: In case you get locked out of your site, follow the guide outlined in the article here.