Have someone hold a rag on the end of the tailpipe and the leaks will show themselves. Make sure that you have good heavy duty clamps, then tighten the cr*p out of them. For my headers that always leaked at the flanges, I had to build up the flange holes with weld wire, sprayed them with guide coat, then filed them flat with a big flat file, till they looked smooth. Till then my car smelled like exhaust. Any shop that does heads has one of those big belt sander tables that can grind the header for you in a few minutes.