I've never bothered coating stainless headers. Could it beneficial? Yes, coating will help retain heat/energy but the HP gain from that I believe would be marginal at best, especially on a T304 stainless header that already has better heat retention than mild steel. Coating will help reduce temps fairly signifiangly around the header, but these cars have plenty of room and I just don't see the need, especially with headers that fill as well as dans. Hell, I ran mild steel uncoated flow tech afterburners and also Borla shorties on my 94 as a daily driver for years and with just some careful bending and wrapping of the AC lines I never had one heat related issue or failure caused by the headers and neither of those fit nearly as well (and the Borla shorties put the pipes close to just about everything you wouldn't want pipes close to)
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I wouldn't bother coating stainless, only mild steel. It's just something else that can start to peel/chip/flake eventually and look cruddy whereas raw T304 will pretty much last the life of the car and aside from some discoloration, will never look like crap. Coating stainless headers may help in the REAL long run to prevent stress cracking from years of heat cycles but good brand T304 headers with high quality welds usually last people the life of the car without issue. I've installed Kooks and American Racing headers in friend's daily driven cars 15 years ago and hundreds of thousands of miles later and they still have no issues.
Personally, I'd only coat stainless on an application where the headers sit dangerously close to vital components, and on these cars that really isn't a problem. These are big engine bays with a lot of space and air flow and Dan's headers fit extremely well.