Oh for exhaust. Well I have an odd idea how about electrical EMT. It's 0.065" wall thickness. Hardware store. If you choose that it's galvanized so DO NOT weld until you get the zinc coating off outside and in. There's a couple posts in here on removing zinc. You could die from welding zinc and people have so seriously do your research and be careful. EMT Is pretty cheap too.
ola ! been welding for 20 some years, , , been there done that with galvanized, , , I wear full respirator an weld that shit outside, , hoping to NOT have to use as the heat from the exhaust will definitely react with the galv an start to release the toxin agent fairly quick, , option is to let engine run a while till it burns off, HOWEVER, then the composition changes and its metallurgical properties as well, , ,