The shield can survive ambient temperatures, the problem was there wasn't enough material to cover the entire vehicle, hence needing Roxy to absorb most heat.
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Yup! What bruhmoments said :) I went and checked my scripts just to make sure I hadn't done something dumb, but the MC literally says:
"If we reinforce the roof of the tank with the heat shielding and put Roxy on top, she may be able to absorb the heat in the nearby area, allowing the tank to survive in the 'pocket' of decreased temperature. The heat plates on the roof should protect the tank from the heat that Roxy will in turn start outputting."
They only had one single plate of heat shielding, so Roxy will sit on that and "redirect" the Dead Heat towards it.