I just went through this same problem on Tuesday and I see that you have the same exhaust system as me so it should work. I wasn't too succesful finding leaks with the car running, plus it seemed to leak more when cold so here's what I did. Take two aerosol spray can caps, they're the perfect size for the tailpipes. Shove one up a tailpipe and drill a 1/2 inch hole in the center of the other. Either push an old tire valve stem or an air hose nipple into the hole. I have a compressor so I used the nipple. Either will be a nice snug fit in the plastic cap. Shove that one into the other tailpipe and hook up your air supply. Crank your regulator down so it's only about 15 psi and hook it up to your valve stem/nipple. Grab a spray bottle and fill it with water and dish detergent. Start spraying all around your headers, crosspipe, turbo, etc. I found leaks around my passenger side header where it meets the turbo almost immediately. As soon as the soapy water hits your leak it will look like a little kid is blowing bubbles. The best part about this method is you don't have to worry about getting burned on a hot exhaust. Good luck.
