I have wrapped headers and turbo downpipes before, but for performance rather than sound. While it never happened to me, headers are more likely to crack if wrapped.
Several companies make wrap. Check them out at Summit or Jegs. A big roll of quality 2 inch wrap is about $60 as I recall.
Not sure it will help your drone or noise problem, but give it a try if you want. I would buy an exhaust that does not drone.
To the extent there is any performance benefit, it would be from wrapping the headers. After that, it does not much matter.
I would not use wrap to stop rattles and rubs. Wrap disintegrates if it is rubbing. I would fix the exhaust so it does not rattle or rub.