Ok, to explain it - all shield worlds all have one function that they share with each other; this is to shield from the Halo Array's biological weapon. But then there are many different other shield worlds and they each have differnet uses.
Onyx = A massive amount of sentinels came together to make a sphere that was terraformed into a planet. Underground was a slipspace portal to a dyson sphere, which can be explained by the lack of physics - it's a world within a sphere about a few cm wide, I believe. cm or m.
Halo wars shield world = A combat based shield world. It held an entire fleet of Forerunner machines.
Requiem = THE combat shield world. It was, during the Forerunner-Flood and Forerunner-Human war, the main operational base that the Didact used. Afterwards, when the Didact became a bit of an A##hole, they instead put him inside.
Requiem's structure is different in that it is layered; the outer layer is where the Infinity was trapped in. It has all the natural stuff. Through layers more, was the inner core which featured what could be called a comms booster - it's actually a Cryptum, and it has that ability. This layer was small enough that with enough time, land vehicles could cover it quickly.
Requiem was not built by terraformed Sentinels; granted, Sentinels definitely helped in the creation process, but Requiem isn't a bunch of sentinels.
Next, it dove into the sun because that was part of it's self destruct program.