After installing headers on my 96 ws6, I have been smelling burnt antifreeze inside the car and from the engine bay. I don't smell anything from the tailpipes, so I'm assuming I can rule out a blown headgasket. What could be leaking and burning antifreeze in the engine bay to cause this smell? Especially after a header swap??

 

Check the hoses that go to the heater core, mine were leaking on the heasers causing the same thing you described. Bypassed my heater and everything is cool now. You can also see if the header has a brown spot on it from where the coolant leaks and evaporates.
Good luck

 

I'm guessing that you removed the temp sender on the drivers side head when you did the install right? Might want to double check and make sure its not leaking from there.