Whoa lots of questions in one lol. Ok, not really sure about the tranny question, could be the clutch dieing, low on fluid, etc. I would of thought the same thing about the sound that is coming from around the header, but if there was a crack/hole or whatever anywhere on your exhaust system, im sure it would trigger a CEL. As for the smell, this happens to me also sometimes when the wind blows the crap towards the front of the car lol. Does the car sound like it has a leak? On the light situation, i would get the battery check, alternator and also check the "pigtail" as everyone calls in thats on the alt. Not necessarily a bad cluster, a bad cable, or a worn/stretched cable maybe.
When I die, I want to go peacefully like my grandfather did, in his sleep, not screaming, like the passengers in his car.