Ruling Aegislash EX

Please post scans of the cards in question so we can answer everything accurately and so others can learn from the answers as well :)
 
Since you posted two of the three cards you're asking about, I'll go ahead and link the third, Double Dragon Energy.

Damage is always applied before any other effects, unless stated otherwise with something like "before doing damage." Since that isn't the case with M Latios-EX's Sonic Ace attack, the damage occurs before you discard the Energy, meaning it would be blocked by Aegislash-EX's Mighty Shield, since the Special Energy is still attached at the time.
 
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