If you can attach a screenshot of any alerts (just some common examples not all of them) you are getting as that give us an idea which shield is doing the action and any related exclusion.
EDIT: are these dlls detected if you scan them outside of memory ?

Are your dlls digitally signed as that generally goes a long way as far as alerts go, if they aren’t commonly used files (FileRep not high), etc.

It is possible to exclude some memory alerts, but this is commonly related to on-demand scans (on other security based applications loading signatures into memory) and not actually when it is loaded into memory.