Just because Hela(who originally owned the hammer and was more powerful than Thor from the start) broke Mjolnir, doesn't mean Cap's shield will. The most likely result will just be a much larger version of the other two times Thor hit the shield. Just a huge shockwave.
^ Which is kind of strange given much less powerful human weapons like rockets and missiles have hit Cap's shield and sent him flying disarming him of his weapon.
That's explainable. When Mjolnir hits the shield, the impact is centered where the hammer actually hits. The shockwave being energy can't make it down or around the shield so it goes back and out. That's why Cap could stand under it, or hold it out and let Thor whack it like a gong.
With an explosion, it's literally a huge ball of fire, shrapnel, and explosive kinetic force. The explosion itself launches every part of Cap not behind the shield. The only way a missle/rocket could react like Mjolnir is if Cap turtles and it hits him dead center.
Huh? Cap has been hit far away multiple times by forces that should be under what Thor can do. I would just chalk it up to movie inconsistency. You know that exists right?