Tungsten is used on atmospheric high speed craft where strength at high temps is needed - like the Black Bird and Scram Jet - even though it is heavy. But you misunderstand the purpose of heat shields on returning space craft which couldn't tolerate the added weight anyway. The shuttle was largely covered with insulating tiles that had no melting in the ranges involved and the insulation protected the structure inside (until it was breached). Other than the shuttle, most returning craft use ablative shielding where the material on the blunt face that is slowing the craft and producing a lot of compression heating is shed, taking the calories/Btus with it. The shield is replaced for each trip for those craft that are reused - like the Dragon system.