I received heat shields with my kit that I believe get clamped to the top of the header pipes with a ss hose clamp to deflect the heat down. I have not put them on and I don't believe that I need them based on last summer's 400 or so miles I put on my car.
See photos in my album
Club Cobra - mvanhorn8893's Album: Contemporary Cobra Header Heat Shield
I did make aluminum panels for my engine bay to extend the protection for the header and side pipes and add a couple ventalation holes with wire mesh for cooling.
I also applied Heatshield Products 180025 - Heatshield Products HP Sticky Shields to my foot boxes.
https://www.summitracing.com/parts/hsp-180025
You can see on this site the bottom side where they were installed.
https://bonnes-mares.smugmug.com/Car...Undercarriage/
Mike