Hey I delivered Aela's shield to Aela, but it still says I have to deliver it! Every time I click "I have your shield" again she stops talking after a second. I have researched and in her talk she connects with meeting her at Whiterun Farm, which, I am afraid that I can't remember happening with this character. Nor could I see Aela talking to Skjor.

console or PC?

Pc

Right after you deliver her shield there should be some dialogue between her and Skjor and then Farkas will show up to continue the quest line. I would try loading an earlier save and maybe waiting in game then trying again. Otherwise did you meet the companions on the farm outside Whiterun? Could be Farkas is 'stuck' there.