I hate to pee in your Gatorade but it really doesn't sound like the shop is leveling with you. That CEL isn't on because the ECU 'doesn't recognize' the downpipe, its on because the untuned downpipe is causing the car to run improperly. This can lead to a short life for the block.
The initial mod list in this post reads like a clasic list of mods to explicitly avoid. I know it might hurt your pride a bit, but the safest course of action at this pointwould be to return the STi and keep shopping. Modding a turbo car with a draw through MAF is no joke and everything really needs to be tuned for.
I really hope you can take a step back from the situation and realize that no car is worth the kind of financial strain that this project could lead to.