I have had two like this in my shop.
Both came in with a huff' n chuff on the right side of the 4.4 engine petrol engine. (Remember we fix left hookers)
I put it down to a blown exhaust manifold gasket; so we replaced it!

Didn't work it was still there!!--chuff is strong when cold started, but gets lighter as the engine warms up! So we smoked the exhaust with a smoke tester looking for leaks--no smoke! Now I was scratching my head! "scratch scratch"---then we found it!!!
A welch plug had blown out of a port on the front face of the head; almost hidden from view there it was laying on the block casting---Only about an inch in diameter and best viewed with a mechanics mirror.

We put some gob on it and drove it back into place---No leaks.

Yesterday we had another come in all of a chuff chuff, the bloke was all terrified it was a head gasket.
We couldn't find the plug but we had one in stock after the last fiasco so it got fitted and life was good.
Bear this in mind if you get the chuffs!
Cheers Dennis
zedcars