I figured it was EWS from what they were saying...
For the head pipe, run the 2.5 exhaust. After the cats, make up your own. That seems to be the easiest way to go.
Or, if you want a bit better flow, find a stock M3 exhaust (headers and cats) and fab up a dual set from the cats back.
In the manual I detail what I did, and you could do the same.
This keeps the lambda sensors happy too, so no annoying codes later...