+1 to grease from an axle boot burning on the exhaust. Look for dark residue on the exhaust where the axle crosses. A possible leak that would not have the classic 'burning oil smell' would be fluid coming from the power steering reservoir or overflow tube.
While the cats themselves do not rattle I have seen the heat shields come loose and rattle.
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I am not an attorney, mechanic, or member of the clergy. Following any advice given in my posts is done at your own peril.
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