Copy and paste it from another unit. That's what I do. Go to a unit with a custom status frame that you like (my personal go-to is "Alarak - Void"), then click on their actor, find "Custom Unit Status Frame" and copy that field onto the "Custom Unit Status Frame" field of the unit you want to change.
I'm not sure if this is what you want... but the Auir Immortal has an ability where it can gain a barrier that absorbes 100 damage. It's like a shield but isn't one, so it doesn't affect existing shields.