Could be a leaking manifold connection at the downpipe. The only way I know to locate a leak like that is to just feel for it while it's running. I know it's not the best idea around hot manifolds but I've done it for years to find leaks. I'm sure someone has a better way but that's what I do. I usually do this from a cold start so at least the exhaust system is cold to start with. Just move quick and check all the connections before they heat up.