1994 celica 2.2 header question and headlamp problem Options

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Hey everyone, I've been debating on buying a header for my 1994 2.2 I know it deletes the cat. I was wondering, if ypu install the header does the check engine light come on ? Does the car then run to lean or rich? If so I'm gong to weld a aftermarket cat down the pipe and extend the p2 sensor. I'm also having headlamp trouble, I have the projectors from Toyota whenever I push the leaver the brights don't come on and the bright logo on the dash doesn't come on. Is my switch bad or a fuse or relay? Thanks in advance