Heatsheild? To protect it from re-entry into your amiga, no doubt ;-)
As far as I recall, some of the later DCE models didn't include the black heat sink but mounted a more traditional heat sink and fan directly on the 603.
If you can't get one, I'd suggest the latter, though holding the heat sink in place might prove difficult. I'm not sure how DCE did this, perhaps somebody that owns one can tell us.
FWIW, the black heat sink is a bit of a design flaw in my opinion. You end up having to remove it every few months and clean out the epic quantities of dust that it traps. Lots of dust around your delicate 603 is absolutely the last thing you want.