Fastly reads this header from requests. It is proprietary to Fastly.
In most cases, Fastly will relay requests from the first server that handles the request to a second server that acts as the primary storage location for the resource being requested. This process is called clustering. This header exists to disable this behavior if desired.
set req.http.Fastly-No-Shield = "1";
The effect of disabling clustering will most likely be a vastly reduced cache hit ratio, since each Fastly cache server will act independently, rather than sharing the same common cache storage.
WARNING: Despite the name, this header has nothing to do with shielding.