Hi! I was trying to figure out what gears to use for the new Lolita and saw the table about what her shield can block. I signed up just to let you know that I am quite sure that the shield can block Saber's spinning swords (Skill 1), you do need to align the shield along the swords spinning path though.
Yes, she can interupt your ultimate with her 2nd skill, so she is a natural counter for you. If she transform you while your shield is up, you can still block incoming projectiles, with added benefit of blocking incoming projectiles from all directions. Laning with Nana is okay, but the main problem is that there isn't enough damage take down enemy easily.
I played classic earlier and got laned vs with nana. I was doing ultimate and she transformed me but the ulti is still there.