If you're installing the FabSpeed exhaust (either the "new" or the "old" system), they utilize proprietary midpipes, so unless you go with FabSpeed's own catted headers, you will be catless. If you want to utilize the "eBay special" headers (which are non-catted), and you want to keep the factory secondary (now the only) cats, you will not be able to use the FabSpeed system.
For what it's worth, I'm running TurboWerx headers (non-catted) with FabSpeed's "new" exhaust (yes, I"m cat-less) with my DME flashed to RoW software, and it is fantastic. There are definite power gains to be had by getting rid of the horrible factory headers, and the much lower back pressure helps throttle response quite a bit. Sound is intoxicating as well
No CEL if you run the German software.
Hope that helps.
Patrick