Blood Arrow: Every class* has an interrupt skill. So, interrupt him as soon as he runs out and he's easy peasy.
*Except possibly LM, but their daze is insta-cast, so that works too.
Shepherd of Filth: It's a pit trickier. If you have a stun/daze skill, use it with he starts to summon the crawlers. Else, use AoE/ranged attacks to kill the crawlers before they explode.
In all, those Lieutenants are rather easy. I'd say Blood Rook, Daylight Beserker and Echo of Death are far more annoying. Though, the first two could be handled with a daze. And, Priest of Vengeance will usually kill someone, because they're not paying attention and will attack the mob that has the reflect damage buff.