Absolutely DO NOT wrap headers. That stuff works short term, but in the long term it will rot your headers.
Something is wrong or those headers are not truly ceramic coated. Did you have them coated or did they come coated? If they came coated, the people who sold them to you lied.
I've had headers I bought and then had them ceramic coated after buying them. True ceramic coat will make them literally cool to the touch even after driving around in the hot heat all day.
It sounds to me like you bought headers that weren't actually ceramic coated.