It sounds to me that the main jet isn't as perfect as you think, that's about the only thing that could be causing sputtering only at WOT. Plug colors are an ok reference, but you can't completely base your jetting on that anymore. Fuel has changed so much in the last 10 years with all the additives to make it burn cleaner that it can be really difficult to get a spark plug to take any color at times.
The exhaust leak shouldn't affect it like that but you should get it fixed anyways, the leak will have minor effects on the jetting because of the change in flow and backpressure. Most likely one of the nuts that hold the header to the head is loosening up. However, if it seems like it's seized and doesn't want to turn, don't force it. The exhaust studs become extremely brittle from all the heat cycles they go through and if they get siezed up they will most likely snap off instead of break loose unless you soak them in some pb blaster for a couple days and heat the nut up with a torch before you try to loosen it. Once you break off a stud in the head it becomes a much bigger project than fixing an exhaust leak.
