Nicole, your box sounds very good – thick wood & good air vents, which is how we build our boxes. But in a very hot area and especially if they are in direct sun (all four of mine are), I truly believe the shields are needed – but just my thoughts. I know my first year I had 4 babies just die in the box in July, all at the same time, and although I suspected pesticide poisoning (all dying at once), it could have been heat related because I did not know about heat shields. Great you have your 1st egg – my pair finally have 3 eggs and she began incubating yesterday. I have to be more concerned about the wren than the HOSP on this one!