yes there should be 4 header studs and nuts. they are not bolts, btw. the top rear cyl exh stud is very hard to see, but it is visible, even on an XB12 (unless it broke off, and is no longer there) mine snapped off last week and the stud/nut got caught in the front belt/sprocket cover. i had just changed mufflers and took the opportunity to snug up the header studs. apparently i over did it.
try using a flashlight and getting your head all up in there. if it broke off you'll have to rotate the motor and remove the stud from the jug, and then replace it with a new stud
*****DO NOT TRY TO USE AN 'E-Z OUT' *********** it will break, and then you will be effed.
if you can't tell if your headers are cracked, take some pics and we should be able to help you come to a detirmination
and
you should not run with the headers un-supported. you will wear out the exhaust seals (that's probably why your headers had so much slop at teh collector)
also you will stress the studs to the point of failure, and possibly crack the headers. i've seen cracked headers on an XB12R where the front muffler mount failed, and the rider/owner just left it and kept riding the piss out of it.
YMMV