The X40 is far from one of Volvos better cars but then most of todays newer Volvos aren't doing much better than that either. If you had a '99 S80 for example, the list would be at least twice as long.
I'd say your problems on one car aren't exactly typical but I've seen those with one exception, the "heat shield causing a no start"? Can't imagine what that's about.
Rear brake pads wear prematurely on X40s because they fit too tightly out of the box and with a little rust, corrosion sieze in the calipers and can't move back with the pedal depressed. As a result, they'll wear out quickly and 15K miles isn't unusual. That problem can be effectively cured by slighly grinding some material from both edges of each new brake pad, then using anti-sieze compound. The pads will then be able to move in the calipers freely w/o sticking.