Yes
Damage is Damage is Damage. 5th edition has often explained to go with "common English interpretation" rather than specific wording.
If damage is transferred from one target to another, that damage is "dealt" to the second (or third in the case of your shield guardian chain).
You can look at Cloakers and Rugs of Smothering (they have the "Damage Transfer" special quality) as examples.
Damage Transfer.
While attached to a creature, the cloaker takes only half the damage dealt to it (rounded down) and that creature takes the other half.
P.S. - I wonder who is the "causer" of the secondary damage, though...