Ive never primed an engine ( or any drivetrain component actually )
Always just make sure its clean, oil and grease free and paint it.

...but I wasn't asking about engines or drivelines and instead asked about items that we know have extremely high temps -exhaust manifolds, headers, and head pipes.

You asked for "high detail" response which I can not provide, but here is a DIY home-garage spray can approach I've taken on the last couple of full engine builds and multiple remove, clean, re-do, re-finish and install parts.

1) PRIMER - Plasti-Kote #228 Grey Primer
2) COLOUR - Plasti-Kote #232 Chrysler Blue

So far (about 10 yrs of sumer driving and winter hibernation - short-block assembly, the heads have come off a couple of times) there are no peels, the colour is still vibrant.

I will be using the same approach on my current W2 stroker build.