From the look of it I would say yes, you have heat shields in there, but based on the picture of your new heat shield they look to be the wrong type, but it's kind of hard to tell. I think you need to take a swab or cloth in there with some cleaning chemical to clean off the goo that's at the bottom.

If there aren't any heat shields in there then there's a problem in the sizing of the orifice on the new heat shield, it shouldn't be bigger than the hole at the in the pre-chamber, otherwise the void between the two just ends up filling with carbon.

I have some heat shields that are supposed to be for that engine I'll take a pic and you can compare etc.

my .02

Steve A

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Steve A
92 W140 OM603
97 VW Jetta TDI
90 Passat variant TDI 6 speed MT
94 Chevy K1500 6.5TD
05 E320 CDI
+ others