Hi Robert,
That is correct , the stage 2 exhausts dont come with fittings for a heatshield. The standard heatshield WONT fit 'as is'.

As a low priority I am looking for a solution to this , as burns are an ever present danger.

I have my eye on a few motorcycle clip on heatshields, but for the cost nothing has really grabbed me yet.

It does use the same body mountings as standard though and is approx the same length ... not aware of it being shorter.