I feel like that's more of Zeno's own philosophy as to what his powers are towards the 'king' and his internal strife (an example is that when he told king Hiryuu about his powers, he was disgusted with himself about them) than about him being the shield that protects Yona. By the same degree, Kija's arm is also known as the perfect spear (though I can't remember where that this was said sorry)
Thank you for your input ;)
I feel that rather than taking a shot for Yona, it's more like protecting the country as the shield. It would make more sense as he currently is doing just that. Trying to protect the country and being prosperity to it despite the means of how he did it in the beginning. He still is trying to achieve that as he goes around trying to solve each clans problems but Yona keeps beating him to it. What he did was unforgivable but I do understand why he did it cause if nothing was done, the country will fall into ruin sooner than later. I don't hate him but doesn't mean I didn't dislike him at first. I just came to understand him a bit more. Though I do have a feeling he'll most likely die by the end for Yona and the others.

I'm sure i'm not the first to comment or think about this but, what if the 'shield and sword that will protect the king' is pertaining to Yona, Hak, and Soo-wan? Like, Yona's the king (duh) Hak is the sword (Strongest human our main characters know and rlly good with weapons) and that makes Soo-wan the shield, as in, maybe his end isn't retirment or choosing a new king but actually dying by taking a shot meant for Yona, and like, on his death bed he tries to ask for her understanding (not that he deserves it)? Also would be kinda cool since it'd be like fate placed the three of them together when they were kids...
Idk