I haven't found a way to tell which filter/URL/server string has caused those to be blocked.

Good point, I noticed this as a shortcoming as well. However, I haven't yet had trouble identifying problems. All I do is look at the page source of the "good" page, locate the URL string of what they were trying to load, infer from it what the blocker list is likely to have contained, and BOOM there it is, easily found in the blocker list.

I think I'll email the creator of AdShield and see if he's got an idea on how to improve it in this area.