There's one big reason why I'm hesitant about Shining Protector right now.
The enemy MG has the ability to ignore damage negating Abilities, which means she ignores the No Sell Threshold of Veil of the Lunar Goddess. This could be problematic if Moon is unable to turn off Shining Protector without practice, which could very well be the case considering the warnings we've received about the ability before.
The enemy MG's main weapon has 5 attacks per turn, 2000 Base Damage, and Juggernaut. This means that each turn she can do around 9187 damage to Moon with basic attacks (disregarding the tiny MMs of each of them).
On the other hand, as long as Sun has saved a modifier roll of at least 524 (about 1/6 of max) and the enemy MG doesn't have Judgement/Smite (which seem like horrible fits for her kit), Sun can No Sell her regular attacks.