The SubarCharged has Cats. 2 heavy metal spun rated at 6.2L each.
The Green Machine, which I don't own any longer and the one in the video you refer to has a UEL header, dual Cat pipe, an 18" glass pack resonator mid-pipe and another glass pack at the rear.
You can have a pipe made to take the place of the Cat pipe when off road. Take down the Cat pipe, leaving the O2 sensor for fuel management, put in the Catless; then swap back after your shenanigans.
Unless you are doing severe off roading, you shouldn't have to worry about the Cats.