I had the same problem. People said to compress (squeeze) the heat shield as there is a slot from top to bottom. Wiggle and pull and it should come out, but it still might take a lot of force to do it.

At least one shield had rusted and that still made it impossible to put a socket on it.

The solution to socket not fitting on spark plug is to use the drill bore that you can buy to install door hardware. The 3/4 inch bore has a hollow center so if you remove the inner drill bit the bore will fit over the spark plug and you can clean the area around the spark plug out and hopefully use a socket on it.

If you broke the spark plug (as I did) you may still be able to use a socket on it.

If the spark plug outer area is also rusted you can break the spark plug off and use a drill and easy out set to remove the plug.