Hi,
I had the same problem even when using a sealant like Gun Gum.
Having removed the exhaust and examined the inboard end I noticed that there was a short section of pipe with flange inside, the flange overlapping the flange of the main exhaust pipe.
I removed this short section of pipe and the fit onto the exhaust manifold was vastly improved. I also sanded the flare on the manifold to make sure it was perfectly smooth all round.
I do still use Gun Gum as an extra precaution.
I have had no blow outs from there since.
I cannot remember where I got the exhaust from, I am sure it is not the original one.
Paddy