If you are resolving a dice with, per say, 2 shield face (not cwounting Diplomatic immunity) you have to put the 2 shields on the same character.
If you are resolving two dice faces, per say, one with "1 shield" and the other one with "2 shields" you can resolve both dice at the same time, but each face will effect the character that you picked, on other words, in this example one character will get either all 3 shields or you would put 2 on one character and the other one on a different character.
Not completely true, each die must be fully resolved against one character. This applies to attacks and shields the same.
In your scenario with a 1 shield and a 2 shield die being resolved at the same time you can split the die so one is applied to 1 character and the two is applied to another but you wouldn't be able to split the shields between 3 characters. Diplomatic immunity lets you split the shields from one die between as many or as few characters as you wish.