Exhaust leaks are a very bad thing. Not only does it rob drive pressure from the turbo(s), depending on where the leak is, but the exhaust will also get sucked back into the air filter. If you look at the compressor wheel of the turbo(s), and see black soot, you know you have an exhaust leak. The higher the drive pressure, the more likely there is going to be a leak. My 05 is white, and I don't have a hood liner anymore. It's pretty easy to tell when I have an exhaust leak... Running it on a dyno with the hood open makes it easy to spot leaks as well. Just look from a distance, not leaning over the fender. Bad JuJu happens if a turbo lets go. You can also pressurize the exhaust much like you do with the intake, when looking for leaks.
Paul