So, I found one today during my verification of every interstate and route in Oregon: some parts of some Oregon highways are not part of any interstate, US or state route.
For now, I am marking them as minor highway and putting the Oregon highway name in an alt-field. But, since there is no route #, there's no way to generate a shield. The Oregon highway number isn't known outside of the map geeks, so I see no purpose in putting that anywhere. It would only lead to confusion.