Boy does this sound like a familar story. When I put on headers and high-flow cats I ended up replacing my oxygen sensors, redoing the wire extension to the rear sensors and even replaced both my cats. Every time we tried something, I was still getting a CEL after 100 miles or so. We tried moving the location of the sensor bungs, moving the sensor into and out of the gas stream, still got CEL. I find it interesting that some folks put on headers and extend the wire to their oxygen sensors and never get a CEL, not me.
In my case, the shop that installed the headers and high-flow cats also wrote the software for, and installed the chip in my car. They ended up going into the ECU and slightly changeingthe threshold whereby the CEL was triggered. It has been 15K miles and the car is running like a top and no CEL. BTW, all the time I was getting the CEL, the car was still running great, the light just drove me nuts. Best of luck with your CEL, not sure what to offer other than what my experience was,
Ed