Whilst the Tea Cosies and Waste Bins look pretty, your actually defeating the object of fitting a CAI which is to remove the restriction of the OEM Induction loop, I would also suggest that the filters in use here are also too small.
Although these may claim to add BHP they cant, you can only use a volume of fuel and air that is the equivalent the volume of the piston and bore cavity at full stroke (Unless compressed - FI) therefore the OEM airbox is more than adequate for this, but because of the induction loop on some models and or the placement of the intake on others there becomes a vacuum issue at mid to high revs, as the air to replace that sucked in to the piston is either not there or significantly less.
Removing the air box and sticking a filter on the MAF removes this restriction. Adding heat shields as you have done just makes this restriction worse than the OEM version. And you don't lose power due to heat build up, as you have an air temp sensor, and this air temp sensor in conjunction with the MAF and the ECU ensures that the AIR:FUEL ratio stays the same no matter what the temperature.
You do lose power though by having a filter that is too small and bolted directly to the MAF, this is because the MAF needs a steady air flow to read the mass of the air correctly flowing through it in order to give correct volume readings, the OEM air box allows, and so does a large filter. A small filter causes turbulence in MAF, and this is the reason you lose BHP because your AIR:FUEL ratio is wrong.
So you either need to move the small filter further away from the MAF or fit the biggest filter you can. I used to have a K&N CAI Fitted. I then following research swapped out the biggest Piper Filter I could find and the difference is like night and day.
Hope it helps, but some fantastic engineering skills here guys...