You have been misinformed.
For the Space Shuttle, the thermal protection system consisted of the following materials:
- Reinforced carbon–carbon (RCC), used in the nose cap, the chin area between the nose cap and nose landing gear doors, the arrowhead aft of the nose landing gear door, and the wing leading edges. Used where reentry temperature exceeded 1,260 °C (2,300 °F).
- High-temperature reusable surface insulation (HRSI) tiles, used on the orbiter underside. Made of coated LI-900 Silica ceramics. Used where reentry temperature was below 1,260 °C.
- Fibrous refractory composite insulation (FRCI) tiles, used to provide improved strength, durability, resistance to coating cracking and weight reduction. Some HRSI tiles were replaced by this type.
- Flexible Insulation Blankets (FIB), a quilted, flexible blanket-like surface insulation. Used where reentry temperature was below 649 °C (1,200 °F).
- Toughened unipiece fibrous insulation (TUFI) tiles, a stronger, tougher tile which came into use in 1996. Used in high and low temperature areas.
- Felt reusable surface insulation (FRSI). White Nomex felt blankets on the upper payload bay doors, portions of the mid fuselage and aft fuselage sides, portions of the upper wing surface and a portion of the OMS/RCS pods. Used where temperatures stayed below 371 °C (700 °F).
These work on the same principle as the insulation in the walls of your house: they don't conduct the heat (low thermal conductivity), so the outside of the shield can reach high temperatures while the inside stays cool.
This video shows the result: you can heat a HRSI tile until it's red hot, and then pick it up with your bare hands.
None of the Shuttle heat shield materials 'convert the heat to gaseous form'. Shields that do this are called ablative heat shields. An ablative heat shield was used on the Apollo command module. This consisted of AVCOAT phenolic resin. During reentry, the resin would slowly burn off.
For a metallic heat shield to be effective, its thermal conductivity has to be low. Hafnium's conductivity is 23 W/m.K, far higher than typical heat shield materials, which would make it a poor choice for a heat shield.
Metallic heat shields have been investigated for e.g. the X-33.
Another approach was used for the 1960s BAC Mustard spaceplane: it used metallic skins and a 'hot structure': the craft was allowed to be heated up by the reentry, they counted on the reentry phase being short enough to keep the internal temperature below the limit.
