Leather, he thinks he can maybe - probably - find a way to work with. It shouldn't be any worse than the suit he arrived in, anyway, for either weight or mobility. So... sure. "We can make you getting familiar with my shield part of that process. If you're going to use it, you're going to need to know what to expect from it. It isn't magical, but it's got some interesting properties."

That part is his priority though he's still a bit wary on the point of 'training' for reasons that have nothing to do with playing into anyone's hands, and won't be explaining (it's about concern about his own abilities, but Zerxus is right). so: "Sometimes, people good intentions do the wrong thing. The reverse also applies."

He... might be on Asmodeus' side on this one. There can't be a good long term outcome, but that doesn't change the shorter term.