That looks visually attractive, but the heat shield will get almost as hot as the header, and it will burn your paint
and your leg sooner or later. Those heat shields cost upwards of $300 or more and do not protect your leg if you exit the car incorrectly.
Instead of spending money on the heat shields, use a carbon-impregnated welding blanket that you roll out and roll back into the car next to the seats. You can buy it off Amazon for cheap money, and it works better than you would ever imagine. Click here =>
Carbonized Welding Blanket, easy, peasy ...
You will really appreciate the fix more after you burn your leg once or twice and need to remove the carbonized pant leg material from your burned flesh. Did I mention you will need to scrape the part of your leg off the header that stuck to the header when you were exiting the car? And, of course, there is always the time and pain to heal.
For some, the experience is a right of passage. Others, not so much. YMMV.