In this video I show how to check for an exhaust leak, and replace exhaust gaskets.
For those asking about the sealant, according to “2014 Harley-Davidson Dyna Models Service Manual” page 1-20, under the heading “Exhaust System Leakage”:
“If an exhaust system leak is evident at a muffler or header pipe connection, disassemble and clean all mating surfaces. Replace any damaged components and assemble. If leak continues, disassemble and apply PERMATEX ULTRA COPPER or LOCTITE 5920 FLANGE SEALANT. Unless available, use an equivalent oxygen sensor/catalyst-safe alternative. Assemble components.”