Yes, I had to have a Y pipe made at a shop, and they did a great job. Heat shields did not come with the headers, I included the OEM shields when I sold the original manifolds on EBay.
I don't know why heat shields would even be necessary with these headers. The heat riser was eliminated, that is pretty much worthless anyway (item on the far left, bottom photo).
The flanges are 1/2". I recommend lightly greasing both side of an exhaust manifold gasket when installing. The first one leaked right away on the right side, my fault, the second one worked fine when greased.