Cause

You have created the shield for a cable distributed over the schematic more than once or twice with the same name.

For example, the same shield is connected to two terminals with different names.

In the cable properties you have also defined that placing shields on both sides is not allowed.

Solution

Double-click the cable definition line and select the check box Allow shields connected on both sides in the Properties <...> dialog.

Refresh the connections and then start a new check run.