The 'Dave F' kits are/were popular on E36's. The kit looks like yours but with a heat shield an the results always seemed good.
I think a re-seller of JB4 did a test on open filters (with heat shields I think) and showed the was no loss of power due to hear soak I think. I'll have a look.
It may feel different to drive. Sometimes what you gain at the top, you lost at the bottom.
Lastly, you may need a remap for that mod or to get the best gains from it. Your car would have been mapped to your previous spec and you've just changed a variant.