Do you have the headers coated with anything? All the sets of REF's that I have done have been Jet-Hot coated. The coating leaves a bit of white residue inside the pipes and makes them fit very tight. When I did mock-up I could slide that collector on, after coating I had to use a rubber mallet to get the collector on.
I had mine Jet-Hot coated in 2020. The collector pipes were very difficult to install but apparently there's just enough of a gap to jet exhaust gasses and sound. It's a little embarrassing that I've been chasing a header leak like this for 2 years, but in my defense it doesn't sound like a typical leak. I really thought it was just the way the headers were until I saw the tiny 0.5" scorch marks firing forwards on two primaries. It's so minor overall that I'd guess most people would just run it and not care (especially at the track, which this is not a track car), but I need this car to be quiet and fume-free. I took it for a 10 mile drive over the weekend and I reeked of exhaust when I got home.
I unfortunately can't weld the primaries to the collector because it would be impossible to remove the headers without destroying them and there's no way to get a torch in to weld the center areas. Getting those REF headers installed was a puzzle I don't ever want to mess with again.