Shields can be fine tuned to the point that the air within the shield could be described as getting stale because its interfering with the air molecules that shields are supposed to be able to allow to pass through. The thing with these shields is that (like many things in scifi) they violate the Laws of Thermodynamics. Most of the time when the shields are described, people state that it's largely based on 'just the speed' which is like anything faster then moving two and a half to three and a half inches a second can penetrate depending on how the shields been tuned. But it lets other things pass through clearly, like light so you can see inside and outside.
So it might block a flamethrower or napalm, and the liquid and flames would just as likely "bounce" off of the shield as opposed to sliding/dripping down it like it's a physical armor.
The other thing is that in the Dune novels, the soldiers wear battle dress/kits. They're capable of wearing battle armor and gasmasks and little oxygen tanks if needbe. Since this is an industrialized planet, I'm assuming the Sardaukar would be able to supply their troops with basic equipment. So even if the shields don't block flames or gas or whatever, they'd still be mitigated other ways.
In regards to the armored vehicles, the Sardaukar in the original Dune novel used Lasguns. You saw them in the recent movie too. They're really good at penetrating armor. One popular quote is from Duke Leto Atreides stating he'll cut a
Carryall (which is a massive mining ship) in two for whatever reason and he's inside of an ornithopter so either its a ornithopter or personal based lasgun. And Dune Lasguns including the man portable ones are... IMHO... a fair bit more powerful then your standard 40K Lasgun that infantry carry. I'd probably put them above Lascannons as well tbh.
I'm not a Dune lore expert by any means but Lasguns in Dune seem to be used as basically carve through whatever you want type of weapons. So I'd assume that all manner of Dune Military Lasguns would be a threat to most armored vehicles (within reason).
Sardaukar also have access to aircraft/gunships like Ornithopters as well which can be armed with lasguns as well as missiles and rockets (for unshielded targets).
The Imperial Guard is way more versatile and have far more utility but the Sardaukar are more than just dudes with swords running at you that you can blow or burn up with a single platoon of vehicles.