Well my guess would be that since you installed the header and don't have a tune the ECU is trying to compensate.
Do you have a wide band installed? You could see if the engine was just dumping fuel at startup. I would recommend getting a wideband now that you have a header. It would also be needed for remote tuning if you went down that road.
2004 SVT: bewst'd!
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2013 Escape SEL 2.0 Ecoboost 4WD
2004 F350 6.8L V10 4x4
1986 XR4Ti 2.3L Turbo, 15 psi