It doesent bother them at all actually. IMHO Shivan ships are made out of artificially grown material that only melts at extremely high temperatures (more than that of a star).
They have melting points, just more than that of a star's temp. (yeah, they are really high.

) Notice i said "really high", not that they have no melting point. That would be illogical.
And on Capella...
Melted looking? I always thought it was the pre-Shockwave that messed up the ships with sheer force. The heat must arrive after the second shockwave because the heat can only occur after the star explodes...
Let's say for a moment that you're right and the Shivan ship DID melt. That is because first the shockwave hit and severley messed up the material's inner structure. The ship would have melted after that because the material was screwed with by the initial shockwave.
Shivan technology (along with their armada) is vast but not infinite. It would take a higher level of tech to make ships partially resistant to energy than to make them partially resistant to heat. Their development of Shields shows that they have expertise in that area.
If you asume it is grown then it is organic and has to have a temp limate for survival.
As mentioned earlier in this post, it does have a limit which is higher than that of a star. Shivans can do that because it's their artificially engineered life form.
I never said that they were "impervious", just "highly resistant". When I said "immune to heat" I meant the heat of a star, not heat in general. In order to melt a shivan ship, I'm guessig you would need heat that can be found in the core of a star, but a surface installation would be able to withstand such heat.
-Edit
That's pretty much what I meant to say in the previous post before AOL screwed me.
