I've got a 4-2-1 header system i'm using. During tuning my Megasuirt on decel I see full lean on the WBO2. By accident I ran the engine without a bung plugged upstream of the O2 sensor and saw full lean at idle. Is it possible i'm having a similar issue?

Here is a pic of the exaust. All the flanges are clamped down, seals are tight. However it just seems to me with this design there will be always be some sort of leak since there are no gaskets used. Can I use any type of compound or sealant where the tubes mate? I thought of exhaust putty but i'm sure thats just going to crack away after it cures. Thoughts?

My WBO2 sensor is located at the collector right before the muffler.