Sorry, let me clarify a little bit.
Shield bases that I make during a session of the game are fine as long as I don't close or restart the game (or if it crashes/freezes). I have no trouble with bases that I have made in that particular session.
If I have any left over, close the game and come back to it later, the shield bases won't connect to any shield components (handles, boss, trimming) that were made either before or after restarting the game. They just refuse to take anything at all.
Viewing post in Relogging renders shield bases useless
I am also experiencing this issue, but I think the issue also happens to me after sleeping, although I haven't checked with a newly crafted shield, only one that I did the below 'fix' to prior to sleeping.
I have found that by putting the shield base on the anvil and hitting it once, it will then be able to be used in crafting. (alpha 0.0.9e)