Walt, I can attest to having the header working as a stay rod. I solved it by running about 12" of flexible exhaust tubing, to a 18" cherry bomb muffler, with a 45 degree down spout exiting right before the rear axle.
This allows everything to "flex" and I don't have a problem with breaking the collector like I did on my first A1 Scirocco. P.S. This is on an A1 GTI runing in Limited Prep G Production.