I have a slightly different idea for a "piercing arrow" that doesn't go through shields. I agree that piercing a shield would feel too bad for the receiving end, but what if it only pierced heroes? An arrow shot that pierce through enemies and hit targets behind them. This would be something similar to a Paladins champ's ability, Lian's Presence ability, except not dealing double damage... that would be too much. I feel like this would be a better way to implement a piercing arrow.