It all comes down to where you decide to train. The Ragnarok DG-4 should be built as far away from where you are running those trains.
Myself, I prefer to run trains on the Bastion, at the Death Ray. I find it's the best location, aside from the courtyard as it has 3 exits, a Wundersphere to escape quickly, the Death Ray to kill everything trying to kill you and a Workbench above Double Tap 2.0, which is where I build the Shield. I place it there because if my shield breaks, I can run down to the Shield, equip it and use the Wundersphere to escape back to the Bastion. The only problem is the lack of a Wall-Buy, which can really hinder you in the higher rounds. It isn't a problem though, just spam the Bow on your way to get to whatever Wall-Buy you are looking for.
Basically I build the shield as closely to my training spot as possible. Undercroft bench if I'm down there, Church bench if I'm in the courtyard and above Double Tap if I'm on the Bastion.