Is a 3V power loss normal when using the official Arduino Motor Shield?
I just checked the datasheet for the L298P, which is used on the shield. It's a bipolar based driver, and has a typical saturation voltage at 1A of 1.35V source and 1.2V sink, so a total of 2.55V. There is also a total drop spec given at this current of between 1.8V min and 3.2V max (see page 3 towards the bottom)  

8.5V - 5.8V = 2.7V, so it seems what you are seeing is about right. 

Here's a thread which discusses the drop, mentioning 2.6V.

So you need to raise the voltage to allow for the drop, but be careful of dissipation at higher currents. The higher the drop, the higher the power dissipated - there looks to be no heatsink on the chip judging from the picture, and I don't know whether they put a solid plane underneath it, so be careful not to exceed the maximum temperature (the datasheet has thermal resistance and max junction temp)

There are MOSFET based ICs out there which will not have this kind of drop (random example is the L6203), so you may want to consider buying a shield that uses one of those (or if there aren't any, making your own based on the chip)