Look at the W1VLF YouTube channel. He has several different loops of different sizes and materials. For example a 9' x 9' loop made from hardware cloth:
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On the shielded loop shielding the windings from the electric field I'm not so sure. We are talking about electromagnetic waves which are both E and H. Unless Maxwell is wrong a changing magnetic field generates an electric field (and vice-versa), so I'm not sure how you can sort one from the other. Here is a good page that talks about receiving loops. Summary is that the shield helps balance the loop and thus makes it less susceptible to common mode noise:
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Mike M
