Cap the primary tube flange with something flat (like duct tape) and fill the thing up with water at the collector. That will tell you really quick if you have any pinhole leaks in the welds. I've done this before on my Mustang headers...really amusing to see two or three tiny streams of water coming from the welds!
If anywhere, it will probably be from the 4-1 or 4-2-1 joint.
Did you say you are using 2 header gaskets? I'm not sure if I read that right, but I think you'll only compound your issues if using two.