The plastic piece that you are referring to is, if I recall correctly from when I serviced my Grohmix shower assembly three years ago, is held only in place by a nominal 2 mm wide flange at the valve stem end of the hot and cold "check valves", as Grohe calls them, that you already removed. It should slide right off the sleeve for the Thermo Cartridge. Grohe refers to this plastic piece as a "guard". If does not there maybe corrosion or possibly some one in the past thought it a good idea to glue it in place or inadvertently glued it in place when applying the yellow insulation foam shown in the photographs.
As for the the cold and hot shut off "water stops", as the other response to your inquiry noted they are outboard of the plastic piece you wish to remove. The hex head with the flathead screwdriver slot shown in your photograph.
For advise and parts for obsolete and discontinued Grohe shower systems etc. I have found the folks at www.guillens.com in Florida to be very helpful. Their exploded parts diagrams are very useful.