I would convert to all studs for your exhaust headers. Screwing and unscrewing into aluminum increases the likelihood of wear on the threads in the aluminum. The studs will also help align the headers when you install them.
Once you take out the bolt (or is it a pin?) that holds cable "conduit" captive at the tranny, it should just pull out. You may need to clean out the area where it is attached but there isn't, or shouldn't, be anything mechanical that keeps it in there.