Any of the forum sponsors here can install headers. RMP, StanceFactory, Bimmersport, etc. Expect labor to be in the neighborhood of $4-500. While you have the headers out, definitely replace your CPV o-ring.
If you are running catless, it'll be damn tough to pass emissions. So, get yourself a catted section 1 and you'll be fine with passing emissions. I see that you have a rasp pipe...either get cats welded into that, or sell it for a different setup with cats.