UPDATE:
I got the car back to Houston.
It turns out the front O2's are special order and take 5 business days, so I found an 18x1.5mm die and got some (crappy) threads working on the bad one so that I could reinstall the old O2s just for the drive home.
As far as remaining installation-related issues:
At first I couldn't figure out why my VDC kept disabling itself - turns out I didn't get the steering shaft lined up correctly when I put it back together. I thought I understood the markings, but apparently I did not
. It was obvious once I noticed that going straight down the highway my steering wheel tilted 10 degrees to the left. It was easy to fix by just removing the front driver tire and unbolting the bottom of the steering joint through there and aligning it correctly. The purple lines on the bottom are meant to be aligned with the gap in the lower collar of the joint, not with the other lines up by the top shaft (this will make sense if you ever look at it).
Notably, the first time I fired it up after the install, there was noticeable smoke rising out of the engine bay area with the hood up. At first we thought this was a more serious leak at the header gaskets. However, it had an odd smell (more plasticy than exhausty), and after 5-10 miles of driving it had reduced significantly. By the time I got the car home, it wasn't there at all. Even on a cold start this morning, no more obvious smoke in the engine bay, so my theory now is that wasn't from an actual major leak of any kind. I'm guessing it was either the header<->cat gaskets supplied by Berk baking in, or the ceramic coating on the headers baking in, one of the two (or perhaps some kind of oil on the new cats from the factory?) Some kind of coating burning off somewhere in any case... Anyone familiar with that?
Other than that, just minor exhaust leak issues, which I kinda expected until I get everything retorqued a couple of times. No big plumes of smoke in the wrong places or anything, but under load you can definitely tell it's leaking (very raspy and ugly). I'm going to give it another 100 miles or so and then do the first re-torque on all the exhaust bolts that were messed with during the install, and see how it goes from there.
My butt dyno is pretty indeterminate at this time. The exhaust tone is a lot more "authoritative" (when it isn't rasping from the minor leaks), but it's hard for me to tell if there's any practical gain on the street so far. I suspect, as has been commented on in other threads, that my gains from the headers/cats will be somewhat neutered by the stock Y-pipe (and intakes for that matter) until I get the other, easier bolt-ons done.