If you want to check for exhaust leaks, one option is to use a shop vac in blower mode, (clean vav with new filter of course) with the hose on the discharge, or exhaust port. (Some vacs have it as an option to use the unit as a blower)
On a cold engine, engine off, use painters tape to seal the hose to exhaust tip ( you may have to plug the other tip of dual exhaust)
Turn on shop vav to blow air into exhaust,
Then get under vehicle with a spray bottle of soapy water and spray the exhaust, looking for bubbles. Focus on exhaust manifold, near 02 sensor, and upstream of cats.
My p0420 turned out to be bad downstream sensor. But that might not explain poor MPG as downstream usually is only monitoring cat efficiency and not controlling fuel trim.