So when you checked the ball joint, the jack was under that lower control arm and supporting the weight of the car?
In that case, no the wheel is not going to move because everything is compressed pretty tight.
What you need to do is this –
Jack up and support that side of the car by the frame USING A JACK STAND. Then get in there and pry between the steering knuckle and lower control arm. Also move the wheel like you did before. Then pry under the control to see if the ball joint moves. That might be a little tricky to do but the idea is to have the control arm unloaded and to move it up and down to see if there is free play in the ball joint.
When I pried under the lower control arm, I just put my other jack behind the arm as a brace for my pry bar. That way I could push up on the arm.
Some ball joints will show “play” when loaded, some unloaded. Try it both ways just to be sure.
One thing – if the ball joint is so bad that you can hear it, you need to replace it before driving it. If one of those things just goes, your day is going to suck. Usually they decide to snap when the wheels are turned a good deal and hitting a hard bump BUT do not bet your life on it.
The heat shield hitting something? Yeah that is possible Be sure to check the upper control arms as well. Tie rods, etc… Take NO chances with the front suspension. If you are not sure what to check or how, just let a shop do it. Some will inspect for free. Even if they charge, suspension is a serious safety matter.
Yeah when it comes to stuff like this, I am as paranoid as a stoner driving by a police station.