I had something similar happen to me, some type of plastic had melted on the exhaust right after the x-pipe. I figured it would just burn off after a few days, bzzt. Two weeks later, still had the smell and could see that the plastic had not burned off.
I can list of bunch of things that did not work removing the plastic, so I'll just tell you what did. Go to your local HW store and purchase a nylon (?) or non-metallic wheel brush designed to remove paint from wood. Fit it to your drill, get some safety glasses and go to town. Be sure to remove all the plastic particles from your exhaust, this is going to make a nice mess. The non-metallic wheel leaves a very lightly brushed look after removing the plastic.
Good luck.
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2016 Sport 6sp Deep Blue Pearl || AAM intake || FI TDX non-res CF + HF-Cats || TEIN MonoSport w/EFDC-II || Hotchkis sways || Z1 34 row oil + ps cooler + diff cover + oil pan spacer || TWM Short Shifter || SPL everything || MA-MS diff cooler || Stillen brake duct || ++
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