So yeserday i installed a set of sd headers into my 04 comp g. I got them all in and when i started the car i seen smoking so my first thought was they were leaking. Well after i extended and installed my o2 sensors today i went back and retightened all the bolt and i think what i thought was leaking was the oils burning off the headers cus they do have a funky smell aswell. I have yet to install my cat cus it doesnt fit unless i delete my res and push back the flange a bit so im running just the sd downpipe for now. On my way to my Brother in laws house tonight( still an awful smell) i started hearing a whistle type sound when my foot was off the pedal deaccelerating so i listened closer and noticed between 2-2.5k rmps there is a knocking sound that get louder as i rev but stop above 2.5k. Sow when i got there me and him decided to listen under the hood but couldnt hear anything at idle but then we heard a ping as if something like a bolt dropped on the headers so im looking arounda couple mins for a bolt or something and we hear it again. Also something to note when driving the car it seems really rough in my pedal, alot more than befor installing them so idk if thats normal or if something has to be hitting.

So
1) is that smell normal or do i have a leak
2)what could cause a knock at those rmp ranges
3) is that whistling a leak
4) is the pining sound just the headers breaking in and warping
5) is the riough vibration in pedal normal from more power or is something hitting

When and after i installed them i checked everything possible they could be hitting( tran dipstick, ac tube in front i had to bend down, my front o2 i didnt have to modify cus it had about 1/4-1/2 inch of play from the firewall befor hitting, and checked all around headers and crossover)

Any tips ideas would be great, its my first header install and im kind of worried cus its my dd. Thanks