Would the Buddha Shelter us from being offended? Would the Buddha shelter one from being offended by people? If so, how would he shelter one? If not, then why not?
Being offended is the very opposite of Buddhist practice. In the Assalāyana Sutta, the story is told about the seer Asita Devala, who was of dark skin, where the more the seer Asita Devala was insulted &amp; reviled by others, the more radiant &amp; beautiful his complexion became. 

Being offended requires attachment of ego. No ego or no attachment = no being offended. The goal of Buddhism is to end "I making", "my making" &amp; egoism.

Therefore, Buddhism does not offer us shelter from being offended but, instead, offers shelter to those who try to offend us. 

For example, in the Angulimala Sutta, the Buddha exhorted a monk who was attacked by insults &amp; rocks to: "Bear with it, brahman! Bear with it!".


  Then, Assalāyana, the seven brahman seers put a curse on the seer Asita Devala, saying: ‘Become a vile cinder.’ But, Assalāyana, the
  more the seven brahman seers cursed the seer Asita Devala, the more
  lovely became the seer Asita Devala, the more good to look upon and
  the more charming. Then, Assalāyana, it occurred to the seven brahman
  seers: ‘Vain is austerity for us, fruitless the Brahma-faring.
  Formerly when we put a curse on anyone, saying: Become a vile cinder,
  he became as a cinder; but the more we put a curse on this one the
  more lovely he becomes, the more good to look upon, the more
  charming.’
  
  


Also, MN 2: 


  And what are the fermentations to be abandoned by tolerating? There
  is the case where a monk, reflecting appropriately, endures. He
  tolerates cold, heat, hunger &amp; thirst; the touch of flies,
  mosquitoes, wind, sun &amp; reptiles; ill-spoken, unwelcome words &amp;
  bodily feelings that, when they arise, are painful, racking, sharp,
  piercing, disagreeable, displeasing &amp; menacing to life. The
  fermentations, vexation, or fever that would arise if he were not to
  tolerate these things do not arise for him when he tolerates them.
  These are called the fermentations to be abandoned by tolerating.
  
  


And MN 21:


  Neither will our minds become perverted nor will we utter an evil speech, but kindly and compassionate will we dwell, with a mind of
  friendliness, void of hatred; and we will dwell having suffused that
  person with a mind of friendliness; and, beginning with him, we will
  dwell having suffused the whole world with a mind of friendliness that
  is far-reaching, widespread, immeasurable, without enmity, without
  malevolence.’
  
  This is how you must train yourselves, monks.
  
  Monks, as low-down thieves might carve one limb from limb with a double-handled saw, yet even then whoever sets his mind at enmity, he,
  for this reason, is not a doer of my teaching. Herein, monks, you
  should train yourselves thus:
  
  ‘Neither will our minds become perverted nor will we utter an evil speech, but kindly and compassionate will we dwell, with a mind of
  friendliness, void of hatred; and we will dwell having suffused that
  person with a mind of friendliness; and, beginning with him, we will
  dwell having suffused the whole world with a mind of friendliness that
  is far-reaching, widespread, immeasurable, without enmity, without
  malevolence.’
  
  This is how you must train yourselves, monks.
  
  If you, monks, were to attend repeatedly to this exhortation on the Parable of the Saw, would you, monks, see any way of speech, subtle or
  gross, that you could not endure?”
  
  “No, Lord.”
  
  “Wherefore, monks, consider repeatedly this exhortation on the Parable of the Saw; for a long time it will be for your welfare and
  happiness.”
  
  Thus spoke the Lord. Delighted, these monks rejoiced in what the Lord had said.