[Nigel C]

used something before but can't for the life of me remember what it was called came in a tube and was an orange colour bit like silicone sealant but heat proof.(halfrauds again)

although its for cars you could try Firegum from halfrauds etc it is flexible but does expand so you would need very little.
for downpipe connections i have always been told a little copaslip on the joint should be sufficient