Did you feel around the turbo/manifold for leaks? Or at the o2/downpipe for leaks? I could actually feel the exhaust coming out of mine when I put my hands down there - car cold of course
You should be able to hear/smell it at idle I would think, not just at higher RPMs. Do you hear it at low throttle, WOT, all the time?
Do you have a wideband? Is it reading different than before?