You may have caused the power loss by adding and removing parts. All computer controlled engines require a cirtin amount of exhaust backpressure to operate properly. Removing the cats along with adding the header may have reduced the backpressure too much. Also the location of the O2 sensor may be wrong (it should be in the collector not in a sigle header tube), if you had to splice the wire on the O2 sensor to reach the collector, you have added resistance to the circut which will changed the signal it's giving to the computer, which in turn changes the signal the computer going to give to the fuel delivery system, ie more or less fuel. The EGR valve is a vital part of the vehicle emmisions system and I don't believe your going to have much luck unless you can get the thing to work again. Contact the headers manufacture to see if they have a fix for that. Remember automotive computers are only designed to operate within cirtain ranges. If you change the conditions of the engine too much for the stock computer to compinsate, your gonna have to modify or change the computer. Check your states smog laws also, disconnecting smog equipment and removal of the cats is against federal law. They can cost you and the shop that did the work $5,000+ for each and loss of the shop operating license. Be careful most states aren't very lienient in these matters anymore.
Good luck.
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