Headers
Probably wouldn't hurt, but instead of wrap maybe some type heat shield. Most wraps void header warranty. Some don't like putting wrap down under car, heard it said it traps dirt and moisture and could cause an enviroment that encourages premature rusting makes sense. Hate for your new headers to rust unless theyr'e SS even then they can get light surface rust if not maintained. Again I'd probably use a heat shield if you feel that's where your heat source is coming from. To get a better hold on oil temp and tranny fluid temp Do you now have external trans and oil coolers or are you using stock radiator setup? What TA headers did you get the Stainless or coated mild steel? With your new headers and cross over they may sit/fit in there differently and you may be able to infact adjust the position of the flanges so the crossover flange doesn't touch/rest on pan, actually there are no flanges a different type setup no bolts ,i.e clamps. Do the headers come with new hardware? Looking at your sig they upgraded alot of parts once you get everything ironed out she ought to run real hard.