Hey Chris.
I have the same set up in my coupe (same headers plus the xf steering box).
Like yours, my headers "just" cleared the steering box and the engineer picked up on it for the engineers report.
He wanted to see 15mm min clearance between them so I had to alter the engine mounts to lift it up a little.
Wasnt a big deal but thought it might help you before you get it all buttoned up.
Cheers