Lama is someone who teaches us Dharma, without a Dharma Teacher, we would not be able to find the way to enlightenment, so before we engage to a Dharma teacher, we would have already check him out and confirmed he is the one.
Whether Dorje Shugden is a Buddha or not, it doesn’t matter, because even a Buddha can’t teach us Dharma. Therefore, we need a Lama. As to demonstrate a good example of Guru Devotion, we are, and we must not have doubt about our Lama, about his instruction, because our attainment is not as good as they are. Buddha is a vehicle, but Lama is the driver, without driver, we can’t reach the location. There are so many Buddha and Protector, not all are suitable to us. So when our Lama say we can’t do this, we can’t do that, we can only follow.