This probably has to do with the recent patch that messed up some channeled abilities - considering Shield Rush is sort of pseudo-chanelled.
If you hold the button and release, everything works fine.
If you just tap the button, you start travelling with the Shield Rush. If you press the button again, the ability doesn’t stop immediately, but the animation continues until you hit an edge of a map / some barrier. But then you get teleported back to the location where you pressed the button again (the position where you wanted to stop).
Playing online - haven’t tested offline. It might be some communication issue where something else is happening on the server and something else is happening in the client.
EDIT: Similar thing seems to happening if you Teleport on Mage while moving. After you teleport, it teleports you back a little bit. It only happens when you teleport while running. Which strongly supports my suspicion that different things are happening on server / client. Like the movement after the teleport is not taken into account on the server and then it needs to “adjust” your position - hence the tiny teleport back.