Hey ROBBY. Welcome to the forum!
Every weapon in the game is vulnerable to either another weapon or better technique (if you have no weapon). This is something I found out the hard way also. Many times I've had the powerful nunchucks but have still lost the game.
For instance, as @Vividtoast has said, the dropkick can be a good defence. For the shovel, you can also get in close and just jump when someone swings it (this needs a lot of practice), or after they've swung it you can quickly run in, try a punch, and then run or roll out - just in case your punch didn't connect.
Additionally, if you get knocked down by the shovel, don't get up right away. Lay there and let them keep swinging. It will still damage you slightly, but wait until your character becomes conscious again and then roll out of harm's way just after they've swung the shovel and then have another go.
It's worth noting that swinging that shovel is a big drain on stamina, so if they keep doing it, they'll wear themselves out and not be able to fight for a bit (you get very little for free in this game). You can spot this moment when they stop swinging and don't run to get out of the way. If they're walking and not swinging, then they're possibly at low stamina - and that's your window of opportunity.
The opposition having a powerful weapon doesn't necessarily mean a guaranteed win for them. Make it your mission to go after people who've got weapons so you learn what does and what doesn't work for you. In the early days I used to avoid players with weapons and let others handle them. This has resulted in me not being great at countering weapons, so I'm now having to catch up and learn how to do it.
Don't sleep on the red crossbow either. If you're able to stick enough arrows on someone, then it doesn't matter what weapon they've got. They're pretty much disabled at that point and you've got a good chance of beating them as long as you do it before the arrows fall off.
Not sure how long you've been playing, but you'll pick this kind of thing up. Something that really helped me is just watching other people play. If you get knocked out of the game and are spectating, just watch how others are fighting. You can pick up some useful approaches that way.
Hope this helps!