bash - Run shell script on every new shell

I want to run a shell script (define some environment variables) at the start of every new shell (globally, not for several users).

So I placed my script into the directory /etc/profile.d/, but that works only for login shells. Is there a better place for my script?

For interactive login shells, as you've found, you can put commands in scripts located inside:

/etc/profile.d/

You can also accomplish that, in a somewhat less desirable way, by editing the global configuration file:

/etc/profile

For bash (which is the default interactive shell), there is a corresponding file where you can put commands to be run by all interactive non-login shells:

/etc/bash.bashrc

Just as /etc/profile.d and /etc/profile correspond to ~/.profile, /etc/bash.bashrc corresponds to ~/.bashrc.

This does not apply to non-interactive shells. But it's rather unlikely that you have commands you want run by non-interactive shells. (Then they would run every time any script was run.)