RE: Sportster heat shields
They aren'tdifferant the two sets you discribe should be the same. As far as I know 86-03 are all the sameI have bought several sets of exhaust pipes on EBAY and the pipes and heat shields all interchange.
I don't know why yours don't fit, they should unless you bought oneof the many set of early big twin pipes people are always trying to sell as Sportster pipes, they look simialer but they're not the most distintive clue is the cross over pipe isn't straight on the big twin set.
2000 1200 Sportster