I've just ordered a Leo Vince exhaust, and whilst poking around on their website, I noticed that they seem to have changed the design to incorporate another heatshield, right where everyone says there should be one.
You can just see the small square of carbon in this pic:
And you can see it more clearly in the exploded diagram, available here:
I guess some manufacturers do listen!
I'm hoping mine will come with this update. If it does, I'll post pics here.