Unbolt the header on that side and take a look at the exhaust ports and the backs of the exhaust valves. Should be able to spot the problem hole. Once you have the hole, pull the valve cover and make sure the guide seals are in place. Everything ok, you could run a leak down test on that hole, but most likely you will have to tear it down. Doesn't have to be oil. Did you run a pressure test on the cooling system? Bubbles in the rad (with the cap off) upon start up and does the cooling system presurize real fast upon start up?