You probably never read my guide. So, I'll give you some tips how to avoid such frustrating situations (also, take into account that most of crossbowmen don't know how to do it properly).
1. Penetrating shields is dangerous when your enemy has heavy crossbow (Arbalest and Heavy Crossbow: you never know what particular crossbow he has unless you saw the reloading speed because both weapons have the same model). The margin of damage for shield penetration is "Shield body armour x 3 + 30", i.e. masterpiece heavy round shield has 19 body armour, so the penetrating damage should be at least "19x3+30=87". At this mark (87 damage, the raw damage of MW heavy xbow + MW steel bolts) it will penetrate the shield but won't do any damage.
2. Shields with high body armour are impossible to penetrate. Even +3 elite cavalry shield or +3 huscarl round shield are already almost impossible to shoot through and require a huge experience of a shooter. So if you're frustrated a lot - use elite cavalry shield/huscarl round shield/knightly kite shield/knightly heater shield/any plate shield.
3. Speed bonuses mean much. If you're facing an experienced crossbowman - try to move sideways. I move myself towards charging shielder to amplify speed bonus even more, it gives me some extra damage points. Just never charge an experienced crossbowman, even if he has a weak crossbow. When I used lighter crossbows I sometimes took risk to make this trick (watch video) but you have to remember that it's possible even with arbalest.
4. Head amplifies received damage, that's why I always try to shoot into the head/neck because even the weakest peasant shield absorbs some damage being penetrated or even destroyed. Sometimes I shoot into the body but I never shoot into the legs if I want to penetrate the shield because hitboxes of legs reduce incoming damage (I only shoot legs when I'm facing a buckler user as it's impossible to penetrate this shield). There are no weak spots of shields. Me or some other players can call them so but it's mostly body's weak spots, not shield's.
5. Don't be mad. If something frustrates you - there is always a counter frustrating method. If enemy shield is trying to penetrate your shield and lets you come too close - you can make a couple of side steps and nudge him - he will fall down. Most crossbowmen are not aware of this.
