A few probs - P2187 P0126, Exhaust Smell in cabin

[CX-7Pilot]

I have had this CX-7 for about a year now. Had the original engine replaced with a crate engine and re-used the accessories. Just a few little issues that I can't figure out:

I get code P2187, which is a purge valve code. I have been having issues with the engine stuttering after I fuel up with 91 octane, and then clearing up as I rev it up a few times and wait 30 seconds before putting it into drive. I replaced this part when I had the engine swapped out. Maybe the part I got was defective? It was OEM...

Getting P0126 (coolant not coming up to temp) once every month or two. Clears out on its own. Coolant seems to be staying in the middle range of the overflow tank. I did add a little coolant 6 months ago. Could have had some air in the system? Maybe a corroded sensor wire? Temp needle has been dead-on in the normal range every time I drive it.

The biggest problem I'm having is an exhaust smell that originally wasn't there when the engine was installed, but has begun to be more noticeable over the last few months. I've looked for anything obvious, but don't see anything - even with the intercooler pulled off. I don't smell anything if I have the recirculate button pressed in; only when it's "fresh" air and parked, or stopped at a light. Does anyone know how to check for exhaust leaks? I have a compressor. I was thinking of running that into the exhaust pipe and feeling around for leaks. Also wasn't sure if the purge valve might have something to do with the exhaust. Probably not, but worth asking.

Just got an airbag light a couple days ago as well. Hoping my scan tool can pickup what's going on with that too. Are there any known airbag issues on the cx-7?

Thanks for the help. I'll be reporting back when I get suggestions so this will help others out.

[nekret]

For exhaust leaks you can usually spot the black soot where the leak is, other than that you can plug the tail pipes and feel around from the downpipe back for hot pulsating air. The common culprit though is a leaking turbo->downpipe gasket.

The P0126 code was a common issue for mazda and is usually resolved with an updated thermostat that runs the engine a little hotter.

P2187 is really a code for too lean at idle... this could be the purge valve but could also be a vacuum leak from anything connected to (and including) the intake manifold. Check all the lines for splits, cracks, hard hoses, etc.