your fine. dont worry about it. the heat shield is so the common every day soccer mom doesnt put her hand on the header and get burned and then sue the car manufacturer for getting burned. dont worry about it
depends on the engine, on most I4s its not a problem, but on a rotary i know that they are very important (do to the location of the Intake and exhaust), but seeing how on most engines they are on opposites sides of the block it should be ok
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