Description of the skill.
Deal XXX damage, converting 100% of the Damage into a Damage Shield, applied to the most Damaged hero at the time.
What it actually does is applying the shield to the hero with the least HP. My Gully was missing about 500 hp of 1570, but she applied the shield to Garrison who had less HP 593/593 than her.
If the shield was applied to the most damaged hero she should have received it.