Yeah, Seabass is right. Thats what i ended up doing. I forgot that the wire leading up from under the engine to the top passenger side is the O2 sensor wire which is threaded into a bung in the passenger side manifold, not my upipe.Actually, there's a resistor mod that you put on the egt sensor. There's no need for the egt sensor without the cat as it is only there to monitor cat temps. It's too far away from the cylinder head to be of any use.
You can find a used STI up pipe for less than $100. I actually found someone who provided the part and installed it for less than $100. Also, cheap ebay up pipes can sometimes have fitment issues. Research whichever one you buy. Up pipe leaks are a PITA!