Blueprint pieces are obtained through questing and battling other players. You can only obtain 4 of the 6 pieces from questing. The other 2 pieces must be obtained through battling other players. Each blueprint can be completed 5 times. Each time you complete a blueprint its level will increase. Each increase in level increases the vehicle's ATK and DEF.
Shields can be used to prevent other players from stealing your blueprint pieces through battles. Shields will protect the entire blueprint but are consumed after preventing a player from stealing a piece. Unused shields can be removed from blueprints.
Pilots can be removed anytime, as long as the vehicle's not in a formation. Parts, on the other hand, are permanently part of the vehicle so as soon as it's destroyed, those parts are gone.