No, none of them do. The last shatter shield pet was released several months ago, and it's unlikely that any new pets will be coming for the foreseeable future until Deca decides what to do with that Pet Ability.
What about this time? All those fire pets in shop
None have Shatter. Of the Fire Pets, only the Fire "demon" looking one (Afara or whatever its name is) and the horse looking one (Phearon) have Shatter.
What do you think?