Way to go! Wait until you take it for a nice ride on a sunny day with the top down and the exhaust note singing!
I wrapped my PS line, but nothing else. I'll have to take another look now that the weather is FINALLY getting nice. Maybe it depends on the shape of the headers.
If the pipes look too close to the plastic underbody panel, a barrier is a good idea, as long as it doesn't jut down past the underbody panel.
Again, you have just made very tasty lemonade from those lemons! Congrats!
Regards, Maurice.