Hi Craig,
When I had my Sport about three years into ownership and 15,000 mls the car pulled to the right under braking so I checked the front brakes and the nearside outer pad had delaminated from it's heavy steel backing plate. New pads ordered up and fitted and the thin metal shim you are referring to which I understand to be an anti squealing device did not come with the pads, I just put a smear of copper grease on them and they held in place no problems.
I am at a loss to suggest any reason (other than below) why yours has become dislodged but it could well be that it stays where it is now, just keep a regular check on it until you visit Henry's again.
You can see in your top image the impression left by the upper piston on the plate suggesting this is a recent happening and other than the top piston now exerting less pressure on the plate than the lower one I can't see why it would become loose, I am assuming braking is as per normal ? as if the piston is sluggish I would expect the imbalance to give the car a tendency to veer to the right slightly under heavyish braking.
