the heat shields are pesky in that they look fine, but often they get s small pebble inside (between the shield and the converter) and these pebbles sound like a large rattle. i have had them in my van shield, and the only way i got them out was to cut a 1/2" hole in the bottom of the shield so they could fall out!
so you looked and saw they looked alright, but you need to inspect them closely, not from the side of the car, but underneath.