My personal preference is to use vertex snapping, not shrink-wrapping, as a form of retopology to avoid this kind of problem.
Often excessive subsurface and/or complex topology can lead to this problem. Keep in mind that the shrink-wrap modifier uses the normal of each of the faces of the mesh to calculate the deformation, not necessarily its proximity to the original one. Make sure it makes sense looking at it without shrink-wrapping it.
Other possibilities include that your normals are not consistent or the shrink-wrapped mesh is not completely outside the object to be retopologized. But as previously said, just look at the mesh with the modifier turned off and adjust to make it as clear as possible what you want to do.
I would take a youtube tutorial on shrink-wrap retopology so you understand the concept completely before proceeding.