If it's really that big of an issue when you get shield oath, use FATEs to get to 40, or even 50. Then watch a video on how to actually play paladin and practice in weaker dungeons [ak normal / wp normal] / first coil of bahamut. There isn't anything you're missing out on by waiting to learn the job at 50. I'm sure someone will say something like "But you learn the basics of tanking and blah blah blah", but you really don't learn anything about tanking until you're tanking level 50 content.
I do agree however that ShO should've come before SwO, but in the end it doesn't make a difference.