And the 40k universe is over the top land, with massive 10 foot super humans religious zealots who have a bullet proof rib cage, can spit acid, can filter out sounds, are immune to all poison etc, clad in super strong, 6 inch thick power armour that they can still move like they are wearing nothing, with a chunk of metal in one hand that fires massive slugs of metal that can kill a man in a single hit, blowing him apart (pretty much an automatic railgun) and wielding a power sword in the other hand which can cleave a man in two in a single swipe with minimal effort

And that is from arguably the least scientifically advanced faction, not counting tyranids. (Orks could also be considered less scientifically advanced, but considering their tech works because they simply think it works, not sure whether that counts as tech)

Shields resisting plasma weapons = Okay, considering plasma weaponry would likely lose heat quickly as it travels and shields are of course shields
Armour made to help protect the user against plasma weapons = Yeah, makes sense and is likely possible with some alloys
Shields resisting two massive plasma explosions right next to you = Good luck...