Are you talking about the heatshield over your exhaust header, or the heatshield under the car that goes between the car chassis / floor and exhaust?
If the former, shouldn't be a problem, if the latter, probably still not a problem, but I wouldn't remove it altogether. Can you just modify it (i.e. bend it) as needed to reduce the noise?
What exhaust are you running? I'm guessing Apex'i WS2?
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