Do shields prevent Sonya from gaining Fury?
Solution 1:
Short: No, they don't. Sonya gains fury when shields are active.
As the description says:
Generate Fury by dealing and taking damage. Using Abilities gives Sonya increased Movement Speed.
I tried to capture it in screenshots, here's the output:
Both health bar and fury bar go up as Sonya takes damage and heals herself at the same time.