Don't know about the lower heat shield, but if you buy a o2 sensor socket. it makes life really easy. All it is, is a socket that has a slit cut down the side for the wires.

 

When i did mine i seperated the hotside and turbo.Did not remove the radiator but make sure to cover it up with a plexiglass or cardboard so that it won't get damaged.Use a lot of PB blast and let it sit for a few hours.Goodluck

 

that's another good thing to do. i neglected to do that when i did my install and now my radiator is a little dinged.

 

ive installed a bunch of them and the fastest way i have found to do it is.

remove the manifold.

unbolt the downpipe fom the o2 housing.

then unbolt the vband clamp from the turbo.

pull the entire hotside of the turbo off..

then its very easy to get to all of the bolts on the housing because its completley out of the car.

takes about 45 minutes this way

 

+1^

 

^ It's how I have done them too!