JMHO, but it sounds to me like your mechanic is on the right track.
When the car is cold the entire exhaust system is contracted. This maximizes any looseness which may be present throughout.
As the car warms the exhaust system heats up quickly and expands, closing spaces and reducing looseness which might have existed when the system was cold. This would explain why the car makes more unwanted noises when it is cold.
My suggestion would be for you to raise her up in the air, get under there, and go over the entire exhaust system slowly and carefully. Try to shake everything and repair (tighten) anything, pipe, connection, or otherwise, that moves.
Loose exhaust system components can make all variety of noises, especially when you step on the gas.
Less likely would be a loose INTERIOR component within a CC or muffler. I would not expect this, but it's an outside possibility.
Good luck.
