I've always had a hunch it had something to do with time. Especially when Diablo tried to attack the mask and failed. Wasn't it heavily alluded with their character designs too? When Rimiru gave the mask to Chloe I realized it then that she would need to go back in time to create a paradox. Diablo couldn't damage the mask when Shizue wore it because Shizue needs to give it to Rimiru who needs to give it to Chloe for Shizue to have it in the first place.
I've always had a hunch it had something to do with time. Especially when Diablo tried to attack the mask and failed. Wasn't it heavily alluded with their character designs too? When Rimiru gave the mask to Chloe I realized it then that she would need to go back in time to create a paradox. Diablo couldn't damage the mask when Shizue wore it because Shizue needs to give it to Rimiru who needs to give it to Chloe for Shizue to have it in the first place.