Mine only came with two shields (4 hose clamps though). One of my sides looks like it may hit the spring if I put the shield on it. And for both sides getting the shield on, which looks like it's designed for a straight pipe, will take a bit of creative engineering.
I had thought of header wrap, but it's $25 for the smallest roll you can buy. I wonder if there's something else that would do the job? It doesn't need to hold up to quite the temps that header wrap does since it's farther back in the exhaust.
The hose comes out the bottom and is plenty out of the way, I don't see melting that happening.