Hi Vanamonde, thanks for your response.
I tried for longer than was healthy to pick it up from every conceivable angle I could try. I have successfully picked other artifacts - asteroids, cabins, tanks, etc but just not this shield.
I gave up trying it in space and built myself a rover with a klaw attachment and put the 10m heat shield on a stand at the KSC. I tried as gently as I could, I tried again from all angles, I rammed it at full speed. Nothing at all except some comical accidents.
I've privately concluded that it's a bug, but I'll be more than happy if it's confirmed that it is possible, and I'm just not getting it.