Nana can't analog shield--she only has light or full. Normally, if you press one of the shoulder triggers down partially, Popo will analog shield and Nana will lightshield. When you press the shoulder trigger until it "clicks" (digital press), Nana's fullshield is activated, and she won't change back to light until you release the button completely.
That means there are two ways you can do it:
1: Press L or R until it clicks, then release that button partially. The result is that Nana is fullshielding and Popo is "in between" depending on where you hold the button.
2: Press L or R partially, so that Nana lightshields and Popo analog shields. Simultaneously, press and release the other shoulder trigger (must press all the way down to activate Nana's fullshield). The result is the same.