I'd suggest not wrapping the headers as this tends to trap too much heat and shortens material life. In addition, unless the wrap is sealed to the outside elements, moisture can condense inside and create further corrosion. A better solution is to add a thermal coating (inside and outside) to the pipes. Jet Hot and SwainTech are two suppiers of this service (there are many more). They require removal and sending to them where they will prep the headers (sandblast) prior to coating. The cost is a few hundred I believe.
In regards to your oil cooling situation, forcing add'l air through the cooler via a fan(s) and ducts may be an effective solution, especially at idle and low vehicle speeds. You have an air-to-air cooler which works best with ..... cool air to transfer heat.
Heat transfer to the interior can be minimized by adding some insulation material designed for this purpose. Even a piece of sheet metal positioned in the space between a hot object and a cooler surface provides an effective insulation layer. There are high tech materials for this, but a certain brand of silver attic insulation works well. The factory shields around the catalytic converter and exhaust pipes are examples of metal heat insulators.
If I may add a commercial plug, I have a couple of products that may assist as well.
Regards,
Sherwood Lee
http://www.seinesystems.com