Should change it out for a hi-flow catalytic converter. Illegal to run your car without a cat and can face massive fines if caught.

Also with the d series headers they come with 2 o2 sensor locations, the one you have used only meters 1 or 2 cylinders where as the rear one measures all 4. You can extend the existing 02 sensor to reach the rear o2 bung by cutting the wire inhalf and adding a new section of wire like ive done here, that way your actually getting a reading from all cylinders.

Rear o2 bung located here