Threading Shimano chain, over or under lug?
Shimano seems to keep a lot of their documentation online, you can find your specific manual there.  

For example, the site gives this picture for DEORE XT RD-M8000 derailleur.



Essentially, the chain needs to follow the shortest path between the two jockey wheels.  When installed properly, the chain won't touch the plate at all.  If it does you've routed it incorrectly.  But it appears from your pictures that it's routed incorrectly, the chain appears to be held off of the upper (lower in the photo) jockey wheel more than I'd expect.