Trijang Rinpoche is very clear on this subject

From Music Delighting the Ocean Of Protectors

by Kyabje Trijang Dorjechang
Root Guru of most Gelugpa Lamas alive today, including the Dalai Lama, who relied upon Dorje Shugden as his Protector until his death

"Some, who have fallen under the influence of the demon of the partisanship, think and say that this supreme Deity, the great emanated Dharmapala, is no different than an ordinary gyalpo or tsen spirit who has an inferior form as a result of being a monk or lay person who died with bad karma. Leave aside relying upon him as a Protector, they even deride others who do so. There are some, indeed, who echo such claims knowing nothing about it.

"Yet all this talk is nothing but babbling speculation. Why? Because this great guardian of the teachings is well known to be the precious supreme emanation from Drepung monastery'supper house, Dragpa Gyaltsen, arising in a wrathful aspect. The proof is unmistaken. Tulku Dragpa Gyaltsen, as is taught in the lineage, was the final birth in a reincarnation lineage that included the Mahasiddha Birwawa, the great Kashmiri Pandit Shakya Shri, the omniscient Buton, Duldzin Dragpa Gyaltsen, Panchen Sonam Dragpa, and so forth; this is proven by valid scriptural quotation and reasoning. These great beings, from a definitive point of view, were already fully enlightened, and even to common appearances, every one of them was a holy being that attained high states of realization. What worse karma could there be than denying this and asserting that he was born in the preta (spirit) realm?

'Therefore, for holy beings it is not at all far-fetched that they might show themselves in a wrathful form out of the power of compassion and prayer for the sake of a special purpose, and it should be recognized that they are emanations of Buddha's inconceivable secret qualities. But for them to take birth as a sky-wandering preta through the force of negative throwing karma like an ordinary preta would be utterly impossible. To say it were possible would be to deny the validity of the natural law of cause and effect. Why? From the definitive point of view those holy beings are fully enlightened. Moreover, even from the common point of view they attained high states of realization in reliance upon guarding their moral disciplines as they would their eyes, from youth onwards throughout their lives. To say that a causal factor of pure ethical discipline could result in rebirth in a lower realm of existence would be to assert that actions performed could be wasted; that one could experience the results of actions not performed by oneself; and that such scriptural statements as "From generosity, wealth, from ethics, happiness, are invalid and so forth. As a consequence, one would be turning ones back on Buddha's teachings as a whole.

"Furthermore, from the definitive point of view, that these holy beings were already fully enlightened innumerable ages ago, is clear if one examines the accounts of their lives, and if one were to say that a fully enlightened being could take birth as an ordinary gyalpo or tsen spirit, then one would be asserting that degeneration is possible from the state of full enlightenment or that someone could be both fully enlightened and an ordinary preta at the same time! Or else, one would have to say that the accounts of those great beings lives are worthless. A mountain of absurd consequences, previously non-existent distorted ideas, would have to be accepted."

See the complete text of Music Delighting the Ocean Of Protectors in English or Tibetan.