A head gasket would probably not make you leak coolant. The hot smell from the exhaust could just be because it is new and you are burning whatever might be on it, grease from mechanic's hand when it was installed for example. The coolant has to be going somewhere, any leaks, particularly around water pump as it was just replaced. It also could be a leak in the radiator(they tend to crack, though I am not sure if this is a concern with 2nd gen car) or even a bad rad cap.