What to do with two Rhajats and a Shigure?

Build them, or if you don't want to do that, then fodder them, I guess.

Seems to be the only thing you can do.

Oh, you can save them in case you get one with better IVs. They're workable, but if you're someone that doesn't use bad IV units, then.. yeah.

Rhajat is probably best used to pass her Distant Defense to someone in this case. However, the -Res one at least hasn't had her Speed and Atk reduced. She's probably serve best to use TA to counter the plethora of Blue mages out there, most notably Reinhardt. Including Green Tomebreaker would help her with the increasingly popular green mages.

For Shigure, I assume you mean the new flying one. His IVs aren't that bad. Yes, he dislikes losing his speed, but that gives him a very respectable 36/34 Atk/spd spread before weapons. Refine his weapon for speed, and he'll have a solid 50/37 before other skills. Keep his Noontime(healing specials are actually really good with a Wo Dao style weapon and give him the Close Defense seal. He'll have a very solid 50/43/33/31 when he's under attack before buffs. Add in Lancebreaker or probably better, Guard, and he'll be a fairly solid unit.

Save Rhajat for Distant Def. As for that Shigure, he's quite bad. I don't recommend bothering with him

Distant Def is an extemely good skill. If you can't do a Breath A skill, this works very well for DC Weapon units. Harmonic lance is a nice alternative to Slaying Lance for extra fire power. Pretty much any lance unit can use it effectively