You can find the exhaust leak by attaching an air source e.g. shop vac or leaf blower to your tail pipe and back pressuring your exhaust. Attach the air source loosely so you don't pressurize it too much. Then squirt soapy water where ever there might be a leak. Don't be surprised if your find many tiny leaks you didn't suspect.

I don't think these small leaks have much of an effect on NOx. Now, you could have a leak that is actually sucking air in which will drive your O2 sensor crazy.

Recently, I had a high NOx problem on a '93 Nissan Maxima. After spending several hundred bucks at the so called "professional" shops with no joy, I took it to a backstreet smog shop where a mechanic tuned it while on the dyno. It came down to a simple timing issue. He suggested that my timing belt may be getting ready to go.
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