Diona shield is actually pretty strong...
This is an old build
2 pc maiden, 2 pc bolide, Hp% sands, goblet and circlet, talents 4/5/7 (I believe she had 20k hp in total)
A new one:
2pc maiden, 2pc millelith, Hp% sands, goblet and healing bonus circlet (If you only use her for shield and not healing then use Hp% circlet) talents 4/7/10, 26k hp in total