Bao-Dur will make the shields for you if you're below a certain number, ala T3 and his spikes. Since I was never below that number by the time I met up with him, he never made any for me. I think Bao is supposed to stop the service at some point by default as well? - I don't know when tho.
The leveling thing - as long as they were always in my party npc's were never more than a level or two behind my Exile. Seems like once tho I had an issue where if you switch them in and out a lot, where they're missing the direct act of being the one present to gain exp., the 'global' experience gained doesn't 'register' until you left them on the ship, you left the ship, added them to your party, re-loaded the game, entered a new level loading area, or some such rigmarole. Long ago, don't recall.