Thanks.
That TDR Heat Shield looks likes/sounds like the regular heat wrap that is used on Turbo kits except that it drapes over the factory header covers instead of wrapping it entirely.
I was looking around and it doesn't seem like there are many intake kits and performance kits available for the miata. If heat is an issue then I might consider making my own cold air intake out of leftover intercooler piping.
How come all the other intake kits seem to have the air filter located around that same spot and not somewhere else?