How does your header join the engine -- A. 2 screws go through the header and into the engine. or B. springs hold them together ?
If your answer is A, it's usually a flat gasket and I have in the past used thread lock (its blue, Tamiya brand) and it has worked quite well for the short term. Not for the long term though!
If it's B. the exhaust gasket is usually round and no, i cannont recommend anything but the required gasket seal to do the job !!
If your LHS dosent have any, can't they order them ??
Or order them yourself from 1 of the many stores online !!