You get nothing when you press R because there is no crafting recipe to make them. These pieces can’t be created, they can only be found.
As I recall I believe the lore with the scraps is that they come from a mob in the Nether that looks like a blaze covered in thick shields, hence the name shield scrap.They are called shield scrap because they are recovered from the blaze’s shield armor, but you can’t make shields from them.
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