Hoses are rubber. I believe headers would melt the rubber and burn a hole in a hose.
The classic Mustangs have a particular way the hoses are supposed to be routed in the engine compartment if the engine and all of the engine components are still the original style. Hoses that are too long aren't good either. If you have a service manual, Chiltons, or Ford (maybe Haynes) have diagrams of the basic motors and I believe the routing of the hoses is shown in the diagrams. Even with modifications the heater hoses should be able to be routed a way to keep them away from exhaust system components.
(edit) Any hose that is allowed to rub another engine part (like an after-market spark plug wire holding bracket or a sharp or pointed edge of another part) could wear a hole in a hose as it rubs back and forth over the part during normal driving. (end edit)