mine did the same, its just a little piece of metal casting that fell off in there, mine eventually made its way out, as it doesnt do it anymore, I saw the piece laying at the end of the tip one day. I saw it right where the little moisture drain is.
There's no space in my tubes. The gasket is inside the tubing, fitting into the little indention just inside the pipe. Try Unbolting the pipes and resetting the gasket, then retighten the bolts.
You don't void anything, but you do have a shorter warranty on the exhaust itself if you install yourself. One year I believe, as opposed to 3 if you have the dealer do it. Not really a big deal imo.