I've got the same symptoms. Don't think it's a heatshield. I thought butterflies as well. Seems to happen around where VICS would activate. It's happened since I got the car a few years ago.
PM'd. Does anyone know from looking at the thread depth whether this is the MSP or regular Protege version? I want it regardless, just interested to know.
Don't forget to check/clean your ground. The mounting bolt doubles in this regard. That's what was holding my horn back from unleashing its awesome OEM roar.
The power of impact did it for me with no issues. You might be able to try wrapping the strut piston with tape and cloth and clamping on some vice grips to keep it from spinning. You really don't want to scratch that, though, as I'm sure you know.
I'd recommend just draining the coolant twice. Say that one drain/fill replaces 90% on the old coolant. Do that twice and you're left with only 1% old coolant. If you do it all at once, the first fill can be just distilled water. I'd go for the cheapness first.
If they have any play, or they're leaking grease, replace them. Your axles should be fine. I showed my dad the disintegrating rubber on my axles; he ripped it off and said problem solved. The axle is solid behind the rubber, maybe it's there for ease of installation/removal?