The funny thing is, regarding
shield, is IIRC in the current battle, he hasn't even used it
because it would use his reaction for the turn.
While Vecna can use
fell rebuke against melee attacks and teleport, as the archers show unless it allows him to move behind total cover, it doesn't help since they can still attack him at range.
Even in the earlier fights, when Vecna used
fell rebuke, sufficient movement and/or being engaged already, the martial can re-engage and continue its attacks.
Considering martial attacks are likely +11 at level 20, 70% (7 or higher) of the attacks will hit Vecna!
Shield at least can be used to drop that to 45%.