The Beast Crest Heater Shield can be found in Limgrave. It's inside a chest protected by Godrick Soldiers near Saintsbridge. From the Warmaster's Shack Site of Grace, head northeast until you find ...

The Eclipse Crest Heater Shield can be found in the Weeping Peninsula. From the Church of Pilgrimage, head straight south until you go over some slopes to get to a zone with ruins in a higher terrain.