it does not have to do with his initiative.
passive buffs/summons/shield etc all activate in the order that you place/drag your ninjas onto the team.

your gaara uses his shield before naruto because he was placed onto your team before you placed naruto in.
Therefore to shield narutos clones, take gaara out and put him back or just move him around and put him back to the same spot so he is "placed onto the team" after naruto.