The guy who ran my local store until recently explicitly stated he was fine with people using bitz from third-party manufacturers like Scibor as long as the models they were on were majority Citadel. It was pretty cool, no idea what the policy will be when they get allocated a new manager though. (and no, they didn't get rid of him for that policy, they actually promoted him :p)
At the end of the day, since GW don't sell a whole lot in the way of bitz anymore, it's really no skin off their nose if people buy them from third parties - if you're buying something that's been purpose-made for converting a GW mini with, you've still got to buy that mini in the first place. In some cases, a thriving aftermarket can actually push up sales of GW products, I know someone who started one of his WH40k armies because of how much he liked a conversion set another company made for them.
There's really no good reason for them to object to third party components. It's all going to come down to who runs your store, of course, and the only way you're going to find out safely is to ask them.
If they're going to insist you don't use third party shields, though, they should logically also be disallowing resin bases, woodland scenics snow, etc. In fact, third party basing products compete directly with stuff GW sell themselves, so there'd actually be more justification for that than objecting to conversion bitz.
_________________ Talaan-u rûk-ir tor Urûk Nauru-ir agh kragoru nûrsu grishûrz Nork-ulu furtun agh goð Mordor-ob bot-tuk
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