Rules Question on Shielded and Ambush

So, I came across this matter recently when playing on karabast when it asks for you to resolve order of effects of ambush and shielded when playing Darth Tyranus. I, as a fairly casual player, thought that shielded units just naturally enter with the shield and there was no ordering of effects to place the shield on the unit. If there is an ordering in cases like this, could you then choose to resolve the ambush first then place the shield afterwards? This seems like it could be advantageous to order effects this way if for example you’re playing against the new Cad Bane and want to ambush into a 2 power unit to put your unit’s remaining health at 1 before placing the shield to make it an ineligible target for Cad.