Actually if one coats the headers and turbine housing of the turbocharger you will contain the maximum latent energy available. As a result the rotating assy (turbine wheel) will start spinning sooner-hence lag reduction. Typically with good coatings one can see 200 RPM reductions in lag.
As stated before, NEVER coat the inside of the headers or turbine housings. You will destroy your turbo in a short period of time. Please have this instruction in writing. Many times the coating company fails to heed the verbal instructions....