For the documentation on that library, select 'Documentation' from here;
That page has a link to the API;
Where you will find a 'sleep' function.
If ESP32 goes to deep sleep, the shield does not follow this automatically, I think ??
Only the ESP32 would go into deep sleep, but that can be quirte high on a lot (most) boards with ESP32s on them, so test that 'deep sleep' current before worryin about the LoRa device.
A well designed ESP32 powered board can have a deep sleep current in the 25uA region, but that is rare .......