I'll do the 2nd o2 from what tom said for now. I live in illinois and its illegal to remove the cat but I have gone to do my emmision testing and they do not check under the hood or sniff the tail pipe. They just do the obdII. So I think I would be fine as long as I do not get a failed signal on the o2 sensor readings, which from what Tom said, it should not be a problem if the rear o2 sensor is disabled (this I have to test out unless someone has done it already in illinois).
Also, Im just setting up for a turbo in the future and a header would be a waste of money for me unles I get another focus or I could sell it locally...