During the adventure you encounter monsters with heart shields as first of the sequence (on the leftmost of the 3 "life bars") which means they would be the last to be removed during the combat.
YIKES, I read this and panicked, thinking we had played the game wrong somehow through two scenarios.
But a quick review of the rules confirms that we played correctly, and you probably have a typo above (or played incorrectly).
From the rules: "When there are many types of shields, they are always removed from left to right" (p. 11). So, if heart shields are on the left, then they would be the FIRST to be removed during combat, NOT the "last" to be removed.