As was already said, Look for any leaks between header flanges and head. Any is not acceptable. Ceck where your primary tubes are welded to the collector and see if any leaks are there. It is not uncommon for this to leak from many of the main header companies like Hooker.
Any exhaust leak can kill a valve and make it stick in the guides causing much much damage. At the least it will give you a slight miss on the cylinders leaking.
Ed