Personally, overall it's a no there's too much bad usage, grey areas etc. Never say never, but generally they don't work out well and that's even a site owned bit of kit with rules set by the site.
I've also never myself played any site that allowed folks to just turn up with their own shields, seems pretty absurd to be if I'm honest. Literally anywhere else on your body you get hit is a hit, be it square in the face or the very tip of a loose strap dangling from your gear (in theory). You can put all the weight of real armour plates in a vest if you like it doesn't make any difference to chest hits on the plate, so carrying your own shield (i.e. the projectile protection of choice a long time ago) and having that shield magically different to modern armour (which is very commonly used these days to stop real bullets, unlike shields)... doesn't make sense. I know some folks might see it other ways but that is my standpoint.