Hi Johnny, another old member returns
Firstly don't use silicone on an exhaust, there's something in it that's not good for you if it burns.
You can get exhaust assenbly putty, if you use that then nip things up finger tight and idle the exhaust untill it starts to cure, then tighten it fully, or use the wrinkly metal gaskets (2 would help) rather than composite types.
Take the headers off, file the mating surfaces flat and remove any old sealer, make the ends of the downpipes slightly convex so that they clamp around the pipe rather than under the bolt heads.
If you have catalysts on the downpipes, this could be your problem. My LSE kept blowing gaskets when I gave it the beams, the cats were blocked
Having the roof open can cause air to be sucked in under the doors or from the boot, especially if it's tilted up rather than open.
I use P38 all metal gaskets (the siamesed type) on the heads and eventually I swapped to a sports system which was reliable, until the pipe cracked.
Let us know how you get on.