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When an engine is running near full-power, the exhaust temperature is in the region of 1600 – 1700F (red-hot). At these temperatures the material strength of even a good grade of Stainless Steel is pretty low. At the same time the headers are stressed due to thermal expansion and vibrations. So if you do a lot of running at high load you can expect to get close to the fatigue life of some part of the headers (or turbo-housing) and a crack will start. If you can get cooling air to the outside of these red-hot tubes the average temperature comes down a lot and the material strength goes up. Ask any engineer that has spent a lot of time running engines for performance on an dyno (where we might run continually at full-load) and we can tell you that the life of headers (cast or fabricated) goes down to hours if you don’t place big powerful fans blowing air directly on them. We often even remove the factory heat shields just to get the temps down. The reason OEM’s use heat shields on exhaust systems is that the shield blocks the radiated heat from burning or melting stuff, but allows cool air to get to the pipes. Many years of running engines for performance on dynos has taught us that you don’t even consider doing a run without blowing ambient air directly at the headers. From this point-of-view, wrapping headers is unthinkable.
For normal street-driving you can probably get away with wrapping headers because you spend very little time at near full-power, but for open-track or racing use you can expect your wrapped headers to eventually crack, and you can expect the header manufacturer to blame you for wrapping the product. It is much better to add shielding (or wrapping) to any plastic, rubber, or painted surfaces that are within about 1 foot distance from the header tubes.
The idea that insulating the header improves flow is really wrong. On the average it does the opposite. Keeping the heat in does raise the average gas temperature in the tubes and this theoretically will increase the pressure and velocity in the primaries, but at the expense of backpressure! A hotter primary acts like a cooler primary but of a smaller diameter in terms of flow. This higher pressure and velocity does effect breathing (slightly) and might help if your cams are not optimally timed (for a specific speed and load), but you would be better off doing a more careful engine calibration (or choosing smaller diameter headers).
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