Tig requires the most surface prep of all the processes when dealing with zinc coatings..... You will need to remove ALL the coating before you weld, trial and error will show you just how clean the surface prep will need to be.
I don't think galvanized coatings would last long in a tail pipe environment. But the plain steel lasts for years anyhow eh?
The galvanizing might burn off close to the manifold, depending on how hard You press the engine, but further back in the system where the water vapor condenses out of the exhaust and rust is a bigger issue the galv. will be there to help, except at the weld joints. The lower sulpher in today's fuels will make it last longer than it would have years ago. It might be easier to stick weld than to get it prepped well enough for a good TIG job.