I wrapped the Bowling Green Customs exhaust housing with header wrap in the past and was able to get it under the turbo shield, but I do have a custom turbo shield.
It may be a challenge getting it done on the hot air cars so this post comes with a warning.
CAUTION:
May cause personal internal conflict resulting in flying tools.
May cause frustration release resulting in foul language.
May cause increased power on your car resulting in more frequent rear tire replacement.
Note: Results not typical or guaranteed.
I remember it being a pain.