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LM399: diode between pin 2 and pin 4,thermal shield

Category: Datasheet/Specs
Product Number: LM399

There is a diode between pin 2 and pin 4 in the block diagram, does this mean the voltage at pin 4 must be lower than pin 2?

I want to produce a negative reference with positive heater supply.

Another question is about the thermal shield, is it in the package or I need buy it somewhere else?