Where are the statements?
They're not in the links, seriously, I have never ever seen such material.
There's been people posting inference of it based on the Collie's existance, but again, that could quite easily be a gamble on commands part.
Considering the amount of foolish mistakes GTA and GTVA command especially have made over the course of FS1, ST, and FS2 it's not really solid evidence even if they were to say it in the cutscene, which, they do not.
The entire issue is swept under the rug in FS2 because of the advent of the massive damage tag, which isn't shielding, and is never hinted to BE shielding, but basically does the same functional job from the players perspective except for the occasions where they're bombing, and most of the bombing missions in FS2 are very piece meal and unpolished compared to a vast majority of the others.
So yea, the reason you couldn't find it after your 'hours' of searching, is because as far as I can tell, it doesn't exist.
I'm not going to search for it because you think it exists.
BP, which isn't canon, has beams piercing shields, and I wouldn't be too surprised if some of the more powerful UEF weaponry could 'puncture' the shields too, but realistically speaking, that's BP canon. Not Retail.