I am no expert at welding but when I learned, the shop insructor warned us against welding or brazeing galvanized steel. He said the gasses from it would be very toxic. You are going to have a hard time filling a large gap in a thin steel tube that a header is made of. You may be better off finding some one who can fab a header to your specs using the flange that you already have for your engine.
Sorry if this is of little help, but it sounds like a job better farmed out to some one who knows welding.