Should this flashing go under the shingles?
Think about where it is placed at the top of the roof slope. If you were to put the headwall flashing under the shingles, you would discharge water under the shingles. You always want the water to discharge outside of the shingles.
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The roof had 2 layers of shingles so that’s why I wanted to be sure this was correct.
Thank you for the feedback.
No… 
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