Yes yes!!!
This seriously should be on the vanilla game.
I would like to see this in the original game too. but it will be a little broken. because I can come to DSZ with a ̶w̶a̶t̶e̶r̶ shield or RVZ with an elemental shield. in the case of RVZ it will be very cheating.
I have a vague idea on how losing it between zones may work... But I don't think I will ever implement that. You are free to modify and use it yourself.