You're right about the exhaust leaks--they can send your mixture readings
all over the place. Here's what I did to find my dozen or so exhaust leaks.
Take a rubber stopper the size of your tailpipe, drill a hole in it, and
hook it up to a compressed air source. Compress the system with your motor
off (duh) and cold. While it has pressure, shoot a mixture of dish soap and
water around on the various joints. It bubbles right up even if the hole is
tiny. There's no way you could catch the tiny ones with the motor running.

If you don't have an air compressor, just ask your wife or girlfriend to sit
there and blow on it for a half hour or so. Make sure to post pics in this
case and she will get the Vanagon MVP award from all of us.