Re: Nipple shield
My understanding is that when a baby uses the shield, the baby should still be doing most of his sucking on the areola, not the nipple. The shield is there to enable the latch (for a baby who has trouble with that step), and to protect the nipple from a baby who is having trouble achieving a deep latch. It's not the to allow the baby to suck just on the nipple!
I like the idea of keeping on trying the shorter Tommee Tippee shield.
And please don't give up! I know this must be ridiculously frustrating and discouraging (and expensive), but your baby will latch with the shield and that is huge progress. He's just so little right now. I know this probably seems obvious, but bigger baby = bigger mouth = deeper latch. A deeper latch will have him reaching the areola, rather than just sucking on the nipple.
I know you're probably super-tired of spending money on breastfeeding, but keep the long term in mind! I once added up the money I spent on getting my first baby to nurse, and got a price rage of around $800. And I still feel like I came out on top, because a year's worth of formula would have set us back $1500-2000.
Coolest thing my big girl said recently: "How can you tell the world is moving when you are standing on it?"
Coolest thing my little girl sang recently: "I love dat one-two pupples!"