It depends on how you want the shields to be treated in the harness, if you want the actual shield exported to a harness the shield will need to be a Wire or Screen. Often one end of the shield is un-terminated and simply "cut square", to represent this you may need to put a splice in the schematic to represent the un-terminated end of the shield.
Pl. can you show any sample representation how shielding is done with the Screen type,
Thanks in Advance,