Exhaust leak into cabin?

[Willlll]

Had a aftermarket cat back fitted today for my local exhaust shop to a 6 month old Fiesta ST. Watched the whole job and inspected it after and everything seems fine. However I've driven it for 3 half hour periods and ever since the first drive I've felt really dizzy and light headed.

There's no exhaust smell in the car.
I watched them add sealant round the flange gasket.
Everything appeared tight and correct.
And I've put a domestic carbon monoxide monitor in there and it hasn't gone off.

Any ideas? Or am i just being paranoid.
Should they have gas testers for these kinds of problems if i take it back tomorrow?

Cheers.