Exhaust popping, could be coolant?

It IS a header gasket leak, it is NOT the coolant. Never cut corners on header gaskets. There is really a reason for the price difference. Also, I HIGHLY recommend Stage 8 header bolts. They will never loosen.
The Percy gaskets I got weren't cheap Percy's XX Carbon Exhaust Header Gaskets 68037 they're made of metal but they have a fuzzy foam like coating. As far other things, the car had no issues before I changed the gasket.