The headers are not the problem and will not throw any codes.., It's when the user doesn't install the catalytic convertors. This will throw 2 codes. Bank 1 and Bank 2 downstream O2 sensors.
They do make a downstream O2 simulator (aka MIL), which will tell the computer that A/F is good. Google it!
Do NOT remove the front O2 sensors, these control the A/F mixture, removing these will effect the drivability.