Xbows shoot through my 3x heirloomed huscarl shield all the time.
Something is wrong where if they shoot the right spot it just goes through.
The only thing that I can imagine is that, due to speedbonus, the damage gets too high and penetrates your shield.
If you have 6 shieldskill it would need the crossbow to deal 30+3*24*1.08^6 = 114.25 damage
Mw arbalest + mw steel bolts deals 100 pierce damage, which means that around 15% speed bonus would be enough to penetrate it, if i didn't fuck up maths