HELP! P5 is HORRIBLY loud when accelerating??

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2003.5 Mazda Protege5
I was driving my stock 5spd P5 to work today, and accelerating up a small inclined road. Revved up to 4k and something popped.. my once nearly silent P5 turned into a motorboat on wheels.

If I didn't know better, I would say that there is a problem with my exhaust system.. BUT, the strange thing is, that the loud exhaust sounds ONLY occur when physically accelerating. No abnormal sounds when dropping/maintaining speed, in neutral, or clutched in (no matter whether stationary or rolling). So I can accelerate on the road and the car makes terribly loud exhaust sounds, but the moment I clutch in.. -silence-.
The sound seems to come from the driver side front wheel area. I don't even know what to think.. it can't possibly be the exhaust since the car sounds normal when coasting in neutral & revving??

I've got a spare car I can borrow, but I'd like to get my P5 back on the road ASAP!
Any pointers what to look for? I might be able to upload a video tomorrow if it would help.

EDIT: No CEL & I took off the exhaust heatshield under the car last winter. Everything in the engine bay looks/sounds normal when revving in neutral.
 
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It can still be the exhaust even though it only does it during acceleration.

Put it on jack stands and start inspecting the exhaust. You should also check your motor mount while you're at it. If the engine is shifting it can put stress on the exhaust.
 
Found the problem.. the pipe right after the precat has its flanges rusted off. Exhaust gases leak out when the car is driving/shaking.
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I'm either looking at a new "front pipe" or going all out with an aftermarket header. I presume the $80~ ebay headers are no good?
Anyone see any issues with not having a precat in Pennsylvania?
 
Go the header route. The Ebay one seems fine. I had the OBX and it worked well for me.

The car should pass a visual inspection for emissions (it still has a cat (and no one ever seemed to know the P5 sooo well as to say "it should have two" ;) )

I did the wire resistor/capacitor CEL fix (less visible in an inspection & it worked well enough).
 
I put an ebay front pipe on last summer and it has been problem free so far. I took a look a couple days ago when I was underneath and the springs haven't started to rust yet (they salt the roads here in the winter). The seller was a local guy and left it hanging on my door handle in a plastic grocery bag...lol.

I also had to buy an o2 sensor because the old sensor was seized on.
 
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