I am delighted to hear that you are loving the car: That is the main thing!
I am not surprised that you are bugged by the damaged exhaust. I would be exactly the same.
If this happened to mine I would take loads of photographs of the damaged areas from every angle, making sure that the photos were sharp and showed the colour issues.
I would not take it back to the garage that messed it up: I would not trust them with it again. I would waste no time in getting three quotes from coachworks that I would trust, and get it repaired as soon as possible by the cheapest.
I would then pay the bill, and demand repayment from the selling dealer, making it clear that if they didn't pay I would pursue payment through the small claims court.
To me the most important thing would be to get it put right as soon as possible, so that I could enjoy the car again.
If the bill turned out to be less than a couple of hundred pounds or so I would do what I suggest above, but forget it if they didn't pay.
I would just want to be free of the aggravation of pursuing the matter. Though it would go against the grain to let them get away with it, there is no point in allowing the matter to prolong the grief.