The Manchester United duo joined up with England for their Nations League games against Italy and Germany on September 23 and September 26.
The Three Lions suffered a defeat against Italy, while Gareth Southgate’s side played a 3-3 draw with Germany as they get ready for the World Cup.
Maguire made some mistakes during the draw against Hansi Flick’s side.
Speaking via BBC Radio 5 Live, Shaw said: “Harry is an amazing player, an amazing character. He’s taken a lot of stick – probably more than I’ve ever seen before in football.
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“He never hides away, he’s always there. You can have people who can hide away and not want to be in the spotlight. He keeps putting himself in the spotlight, it shows the strength and character he’s got.
“Everybody knows he’s an unbelievable player. At the moment the confidence might not be there because it could feel like the whole world is against him.
“It’s tough for him, but us as players and staff are all behind him because he’s a very important player. It shows Gareth’s trust because he’s played in both games [this week] – and look at the Euros what he’s done.
“People need to understand he’s a big part of the England team and have to accept it.”