I have a lot of exhaust heat up against my front floorboards, I have a header and custom exhaust that came on the XJ when I got it. Was there supposed to be a heat shield there?

 

Yep, there's a heat shield on my 2K XJ above the muffler and i think above the cat too. My XJ has the single cat exhaust system.

You might want to check how close those custom header pipes come close to the floor board also.
Does the Jeep have the dual or single cat system?

 

My 98 has just one heat shield above the muffler

You can get sheets of aluminum or even sheet metal and fabricate one yourself, or grab one from the Junkyard like I did

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You can always add a heat shield any place you think you need one .