I did a lot of head gaskets back in the day, I have never retorqued the blue coated Felpro head gaskets, and I've never had a problem.
One of the by-products of burning gas is water vapor. Your going to see steam out of the tail pile when the motor first starts, and you will see it for a longer time if the weather outside is cold. The temps of that water vapor inside that pipe are a lot higher then the temps of the surrounding air. You will see steam until the water vapor in the complete exhaust system exceeds the boiling point of water, which is when the exhaust gets fully warmed up, after about 15-30 minutes of running time.
If you have been running 100% water in the cooling system, your exhaust will not have the sweet smell if you have a coolant leak, the sweet smell is antifreeze burning. Its also going to be really hard to find a leak with 100% water as coolant. Antifreeze tends to leave a color trail from leaks, water (unless its rusty) doesn't.
When you get your antifreeze in the motor, be sure to run the motor long enough to mix up the antifreeze you added to all the water in the cooling system. If you just drain the radiator and fill it with the antifreeze and call it good, you can still freeze the water in the motor and break the block. You need to run that motor at least a 1/2 hour to get the antifreeze mixed.
How much coolant are you loosing, and how fast are you loosing it? Does your ride have an overflow bottle? If you have no overflow bottle, are you trying to keep the coolant level up full to the radiator cap? Coolant expands when it gets hot. Without an overflow bottle, if you don't leave enough space for the coolant to expand, it will simply push the extra coolant out of the cap. With a non-overflow system, you need about an inch of expansion room under the radiator cap. The coolant level on the non-overflow systems normally is about 1/2 the distance between the radiator cores and the cap neck.
If you do indeed have a coolant leak, now that you have added antifreeze (for the color), it might be a good idea to have a shop pressure test your cooling system. A lot of leaks only happen when the system is under pressure, or when the motor is running. Your leak could be as simple as a broken hose clamp, or it could be major.