I was thinking that the wrap should be done on all of the header components. Less heat in engine area is always a good thing. Clutch will run cooler,belt,intake components, even the engine will run a few degrees cooler just from not being in a whirl wind of hotter air. I do wonder how the header will hold up, as on some brands of exhausts wrapped (on custom Harleys) cracking at welds and or fatigue cracks did seem to occur more frequently on wrapped pipes vs non wrapped.
Jet Hot coatings seem to be a great alternative, as I think they even do the inside of pipe of requested. Just thinking out loud. I think you are completely on the right track here. Watching your build as it progresses.