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I've done this before, and made exactly the same mistake. I cannot for the life of me remember where this shield goes. I think somewhere between the O2 housing and the transfer case.
I've tried every combination of bolt holes I can see!
I would have searched for a week and not found that. Thanks again. No way in hell could I have attempted this job not once but twice without help from the wonderful people who take time to produce writeups (maperformance and evomoto - stellar work) and the forum members who shared their knowledge.
So once I realized that the bottom bolt also held the larger O2 heat shield I felt compelled to put it in. I found that putting the other bolts in loosely first in both shields allowed me to visually line up the holes in the shields with the bolt hole. The only way I could reach it though was from underneath, right hand, holding the bolt between index and middle fingers to get it started! What a ***** of a job!