Should I use shielded RJ45 plug by the computers?
Shields are tricky, as the likelihood of introducing a ground loop when using them is rather high. This could lead to unpredictable performance issues.

Shields are optional on Ethernet, and the connection itself is galvanically isolated from the PC. The interface can tolerate more than 1kV difference between both sides and the cable common-mode is terminated, thus reducing EMI generated/accepted interference.

Common practice is to ground the shield only on one side of the connection, thus providing a path to ground while avoiding the potential ground loop.