That's the thing that sucks about headers, they're notorious for having bolts back out, and when a header starts to leak it can warp so it never matches up correctly after that. The next chance you get you should take off the header and check with a straight edge that the mating surface is flat and replace the gasket as well. Good luck, sorry to hear your problem. I have to check my header bolts every 2,000 to 3,000 miles now that they've settled in because there's always 1 bolts thats kinda loose and a couple of other that aren't quite that tight.
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previous name: 84stangLX
'84 Mustang 5.0 LX
my LX
'89 Mustang GT
my GT