How do mobs with "Shielding" work?
"Monsters imbued with the Shielding trait have the ability to temporarily make themselves immune to all forms of damage". To quote diablo wiki.
It also just lasts for a fixed period of time, depending on how many people are in your party it can go from 3-5 seconds of invulnerability from all damage types.
Monsters with shielding are immune to all effects while shielding is active, including damage and - irritatingly - crowd control effects such as Frost Nova. They're surrounded by a faint green glow while shielded, and the duration lasts increasingly longer depending on your current difficulty.