An exhaust leak caused by a collector bolt missing would be noticably louder at high rpm's, but a leak at the header/head mating surface will be drowned out by the engine noise at high rpms. At least until it get's really bad. Also, just because the bolts are tight doesn't mean it's sealed. All it takes is to have one bolt loosen one time, and the damage can be done. A small tear in the gasket can form, and even after you tighten it, the exhaust pressure can eat through the new weak spot in the gasket, creating what will look like a crack in the gasket. Or, the header mating surface could slightly warp, so that even when the bolts are tight, they don't seal. Don't tighten any bolts yet. Try to feel for the exhaust leak with your fingers first. It will be easier to find if you leave the bolts alone. Once you find it, try tightening the bolts, and see if it goes away. If it doesn't, unbolt the header and replace the gasket. Make sure you completely clean all of the old gasket from the head and the header, otherwise you'll have another leak right away.
Take care,
-Chris
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