Exhaust leakage (?) right hand side on RHD

I am worry with a exhaust leakage when starting cold engine, and at the same time motor is unstable. after few kilometers, once engine warm, leakage deseappear and engine works very well. did any of you have this problem, and then can advise me?

Sounds as though you might have a cracked exhaust manifold which is closing up when warm.

When I bought my car I had to immediately replace the catalytic converters due to a DPO installing non-OEM cats which would not pass the emissions test and the state would not issue me license plates.
When I installed OEM cats I found the nuts on the studs at the joints from manifold to cat were difficult to remove, and one had already been broken off and replaced poorly. There is also an exhaust gas recirculation pipe screwed into the right hand exhaust manifold that was rusty and is very difficult to replace. You have to remove quite a few other things to get to it.

Thank a lot Robin I will have a look with a small caméra.