I can't notice anything in the video, but i'm sure its one of those things that need to be heard in real life.
From what a saw it looks fine installation wise. Yes, ur fine using the oem doughnut gasket on that header.
Try removing the heat shield from the cat, sometimes it rattles a bit.
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2000 EBP Si 181.5whp, 119wtq- All Motor B16
1994 EG Hatch
2000 BMW 328ci
207 Forever- RIP