Your queston is whether or not a heat shield is worthwhile on a combat/hd gun. Do you really mean to use your girearm as a combat weapon? I would think that while some combat weapons may be hd guns, not all hd guns are appropriate for use as true combat guns.
I think of a combat guy is something to use on the streets of Fallujah. For combat it may be worth it to pay for thicker barrel and magzine walls, a heat shield, a side saddle, a recoil absorbing stock that can be adusted for body armor or not, a bayonet, and even a night vision scope. On the other had, a basic short barrel shotgun standard barrels and magazine, a standard stock, and a bead sight, perhaps with a light, is fine for hd.
I have no expertise in this regard, but suspect that a heat shield is rarely needed on a hd gun, but it adds weight and cost while it may increase the time for field repairs.
So what is it that your really need? A basic HD sbotgun or a combat weapon?