You're going to want to take the spark plugs out, but not before you go back to O'Reilys and get yourself some sort of spark plug measuring device (Spark Plug Gap Tool). They come in a few different forms, maybe do a quick little google search so you have an idea of what you are hunting for when you go in. I can't quiet recall exactly what you want the plugs gapped too when running a DP, someone can step in and correct me if I'm wrong, but from what I can remember, it'll be something like 0.026-0.028.
Judging from what has already been said in this thread and some prior knowledge about Ebay Downpipes, you might be getting boost creep because of lack of back pressure. Combined with an OEM MAP sensor, which maxes out at 22 psi (as stated by L337Turboz), you could be hitting some kind of boost cut. From my understanding, boost creep is from lack of back pressure, which is usually supplied by the OEM cats. Removing both of these cats, let's things flow a little better resulting in higher boost numbers than intended.
In terms of turning off the CEL for the second O2 Sensor, someone correct me if I'm wrong, but that would have to be done by who ever you are tuned by. In this case Will from PD tuning.