That rattle you are hearing may be a loose oxygen sensor (or sensors -there are two) located near the back of the front wheel well in one of the two exhaust pipes. They have a set of wires coming out and look like a spark plug; they are easily accessible by crawling underneath the car and using an adjustable wrench to tighten. My rattle happened at 1800 RPM when driving. When parked, the rattle occured at 3000 RPM. I also thought it was heat shields as well and I clamped the really rusty ones down but no luck.
Maddening to find but easy to fix.