Our faith and confidence in God is the means by which we take up our shield which is God Himself.
In the O.T., God Himself is often described as a shield for the believer.
Genesis 15:1; Proverbs 30:5; Psalm 3:3-4
Q: If God is our shield, how is that Pauls says faith is our shield?
A: Because faith is the means by which we flee to God for refuge. It is how we cling to Him and experience Him as our shield.
Colossians 2:6-7; Galatians 2:20