Everything I've tried involving the "Share with specific people" option doesn't work on the Shield, with Kodi giving me "Operation Not Permitted" and the Shield settings just don't connect. I'm honestly stumped. I've looked on multiple threads and I can't seem to determine exactly what my problem is.
First, setup file sharing (SMB share) on Windows 10:
https://www.teamknowhow.com/kit-guide/computing/windows/windows-10-file-sharing
Next, connect to that shared folder from an SMB client app on your Shield TV, like X-plore or MiXplorer:
https://www.techrepublic.com/article/how-to-connect-to-an-smb-share-from-your-android-device/
The steps to add an SMB share in Kodi are similar. You use "Add video/music source" -> "Browse" -> "Add network location...", choose "Windows network (SMB)" protocol, and fill in information on SMB share.