Alright, here comes the comprehensive version
The following are Fortificatons:
Aegis Defence Line (FORTIFICATION 50 POINTS) - Page 114
Terrain Type: Battlefield Debris (Defence Lines)
Skyshield (FORTIFICATION 75 POINTS) - Page 115
Terrain Type: Unique
Imperial Bastion (FORTIFICATION 75 POINTS) - Page 116
Terrain Type: Medium Building (AV14)
Fortress of Redemption (FORTIFICATION 220 POINTS) - Page 117
Terrain Type: 3x Small buildings (AV14) one Medium building (AV14)
Fortifications give a 3+ cover save.
(Cover chart on Page 18)
The aegis does not give 3+ because it has two special rules: Battlefield Debris and Defence Lines
 Defence lines follow all the same rules for barricades and walls except that a unit that decides to Go to Ground behind a defence line gains +2 to its cover save, rather than +1 - Page 104
 If a model is in cover behind a barricade or wall, it has a 4+ cover save. - Page 104
Battlements do not give 3+ cover because their rules were changed by an FAQ (prior to that point, they would have given 3+ by default)
"Page 8, 3rd last question of page.
Q. What is the armour value of battlements? (p95)
A: Battlements have no armour value as they are not a
building. They serve to protect any models on the roof of
the building in the same way as barricades and walls (see
page 104), offering a 4+ cover save."
The Skyshield is not Battlefield Debris and Defence Lines, and does not have a battlement (battlements are defined on page 95). This leaves their classification in its initial state: a Skyshield is a Fortification.
It gives an invulnerable save to units on top as per Page 115, and otherwise gives 3+ cover as would any Fortification (page 18).