Avalon Hill Gladiator
(Note: I'm using the fan-revised and clarified rules. If you feel these answers contradict official rules, please update your question with quotes from the appropriate sections of the rules.)


Just that phase. When doing special defense actions (Duck, Block, etc.), record the defense letter "during the Combat Allocation Step". Quoted bit implies that it's for that phase, since you do this each phase: "Each combat phase, gladiators allocate their CF for attack, defense, net attacks and escape"
You allocate CFs for attacks and defenses to specific body areas, yes. And then: "ATTACK RESOLUTION: Conduct each attack by declaring the target body area and the attack CF allocated, then subtract any defense CF allocated to the same body area."
From the Shield Damage section (12) :


  When a gladiator suffers a shield hit (’S’ or ’S*’) from a
  non-net attack [see 9.6], add the Combat roll WHITE dice
  (2D6), the attacker’s ST, and the modified CF (+1 DRM for
  an ’S*’ result) for possible shield damage.
  NOTE: CF gained from a Weakened Defender do not modify shield
  damage rolls [see 9.4.7].
  12.2.1 Compare the result to the shield’s damage points
  (highest unchecked box) on the Shield Damage display [see
  3.14]. If the result is &lt; the shield’s damage points, check
  off a number of shield boxes (right to left) equal to the
  shield damage result, minus the shield’s damage points [see
  3.18].
  12.2.2 If the shield edge (‘S*’) was hit [see 9.6], also add the
  Combat roll WHITE &amp; BLACK dice (3D6) for shield drop.
  12.3 When the last shield damage point is checked off, the
  shield is battered useless, and must be discarded [see 13.1].
  12.3.1 If a ’P’ or ’H’ shield damage box is checked off, the
  defender suffers the appropriate CRT result [see 9.6].