Just by altering the clip setting shouldn't really have any bearing on how well it starts.
What's happening now is it is to lean on the needle hence the gasping when the throttle is opened. If any thing you want to be concentrating on the Pilot Mixture Screw and the Pilot Jet, check also that the float level is correct and the start and idle circuit is clear, if you think to your self two things it's either getting to much gas or not enough and the three things i have mentioned will have a bearing on starting or in your case not starting.
How well did it start and run before you altered the air filter and the exhaust but still this shouldn't have any bearing on the engine starting.
Regards
Sparks.