Is this something that has recently come up? If so, then consider whether you did anything to the device. Then undo it and see what happens. it is certainly possible that the display module is damaged or not working. These do occasionally fail. If the phone has been dropped or otherwise not nicely handled, the digitizer connecting cable can work its way loose. That one it tough to troubleshoot without disassembling the device.
I also use a Mr. Shield TGSP, and the touch sensitivity is great. It was the same with a TGSP from iCarez on my previous Note 5. If the TGSP is correctly installed, could your case be interfering with the display protection? A case can cause a TGSP to not lay correctly on the display, causing touch issues.
That's all I have for the moment. Good luck.