I noticed that my rear brake pads are rubbing against the tyre. Oddly enough I don’t hear the rubbing sound on the home trainer, only when I am outside and usually at mid to slow speed and when climbing.

I am running a Shimano Ultegra Direct Mount BR-R8010 rear brake that is actually mounted to the bottom of the bike frame.

I read up on the Shimano manual and it says to adjust the "self-locking nut". However, there is none on my bike.

I read somewhere on a forum that these brakes have incredibly small clearance and one person suggested to remove the spacer between the callipers and the brake pads. So I removed these on both brakes, and while it’s not rubbing as much, I still hear some rubbing noise when I am on the road.

My tyres are not perfectly true so that is part of it, but as you can see in the photo the brake pads the clearance is ridiculously small.

Here are photos of everything:

Any suggestions on what to do?? Should I leave the spacers?

FYI the cables are brand new Jagwire Pro Elite. I had the bike professionally assembled at a shop.