Nope, there isn't a shield between the exhaust header and the shock but there is insulating foil type stuff just below the exaust for the wiring.
I'm sure it's all been designed to keep the rear shock from getting cold in winter!
Cheers for your help. mine just melted the wiring when the cable tie snaped and the wiring fell onto the exhaust. all fixed now but i will add my own shield in case it happens again