I picked up some of that fancy Gold Foil heat shield material with the thoughts of making some sort of heat shield. Also have considered a deeper pan and had one in hand to install but the clearance was going to be really tight with SW setup. Not that it could'nt be done.
To the OP, what kind of tranny temps were you seeing at TRR? Running anykind of aftermarket cooler?
I agree the exhaust can get really really hot. One thing that can really help with that would be ceramic coating that SW offers. I did not get it when I got my setup and I regret that.
We have run so hard the headers melted out the starter, like cherry hot, going across a dry lake bed flat out. Engine was over heating too. But Trans temps were around 160, we have a big ass cooler. Have not had any trans problems to date, knock on wood.
Keeping the oil cool would be at the top of my list. You have lots of options there, we run a big Setrab cooler/fan pack. We plan to upgrade to the Ceramic coated system at some point. Also would look at more heat shielding. We run a wrap on the starter now and carry a spare. So far the starter has held fine after the wrap.
There is no such thing as overkill to avoid issues if you are out playing hard. Missed TRR this year but last year was a blast...and you do end up running your truck real hard there, for sure. Good luck with the mods.