I have a 4 into 1 TWE header on my 05 rs (MT) and it used to hit the U-frame on the driver's side until I replaced my engine mounts by hardened STI mounts. No problems since the new mounts are in.
On my 5 speed tranny, the header has to be taken down to flush the transmission oil.
No 0420 CEL, and the header's not wrapped nor coated.
TWE header & mechanical rear diff = best mods I ever did to the car.