Check Engine Light Issue

It’s probably odd that I’d like my check engine light to come on, but here’s my weird situation. So, I bought my 2002 Honda Odyssey at a buy here, pay here. I thought everything was good to go, as when I turn the key two notches, the check engine light is illuminated with all other indicators. About 2 months ago, my transmission blew with literally zero signs of a failing transmission. I had the tranny rebuilt and put back in, but since then, the engine has been running super loud. The RPMs seem normal, but the sound from the engine is definitely not. Through all of this, the check engine light has never come on. Is this weird? Am I crazy? Where do I go from here with no engine code and just a hunch? Thanks in advance!

Removing and installing the exhaust pipes during the transmission repair may have caused an exhaust leak. Take the vehicle back to the shop, they may have to replace some exhaust pipe flange gaskets.

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There is no code that will tell you much about the exhaust system except the O2 sensors.
This will have to be diagnosed without any code.
Besides codes dfo not tell you what part to buy. They just give you an aid to help diagnose it with your own hands and brain.

You could do as @Nevada_545 says, or try to find the problem yourself.

With the engine cold…so you do not burn yourself…you can run your hands near any exhaust joint to see if you feel the exhaust blowing thru a bad joint.
There is also a flex pipe used on many exhaust systems than can get cracks in the webbing and leak.

If you do get under the car, be sure it is on jack stands or secured on ramps. Do not rely on your jack for this.

Yosemite

An exhaust leak may or may not light the CEL, but will cause excess noise.

I concur with the advice above, likely an exhaust leak. Could be the new transmission is making the noise too, another possibility to at least consider. Pilot bearing, input shaft bearing etc. You might be able to narrow down the source of the noise using a length of garden hose as a stethoscope. Worth a try anyway.