I seriously doubt you'll notice much of a difference in terms of build quality and fit and finish when you're talking about cheap guns around $500 +/- $100. None of the guns you mentioned have been built to especially high standards. Its like going to car dealerships and asking about the quality differences between Kias and Hyundais. These guns are all built to a price point to fill a spot in a company's product line.
I'm not saying these guns are inherently bad, I'm saying that they're all very pedestrian in a good way. People buy them because they're reliable, inexpensive, and somewhat disposable. If a Shield or P365 went into an evidence locker for five years and rusted shut, it wouldn't be the same kind of loss to the owner as say loosing a HK P7.
When you get to $800-1500 guns, then its time to start niggling over parts manufacture, long term endurance, fit and finish, and overall quality. But asking for quality and cheap price is usually mutually exclusive unless you're interested in milsurp guns, but those have enough quirks usually to disqualify them from any defensive use.