Saul and Jonathan died in the mountains of Gilboa (1 Samuel 31:1).
may you have no dew or rain: David was calling down a curse on the place where they died. In the ancient Near East, people sometimes spoke curses like this to express deep grief. A Canaanite text from the 1300s BC records a father speaking a very similar curse over the place where his son died.
The shield of Saul represents his military victories as king. It would no longer be anointed with oil. This matched the fact that Saul was no longer the Lord’s anointed king, because he had died.