My '90 22re has a wire going to the EGR tube where it enters the intake manifold. If you unscrew it and pull it out it looks like it's a thermometer. Some non-CA cars and all earlier 22re's didn't have this. I imagine they put it there to set the engine light when the EGR is blocked. Maybe when you put on the header, it's flowing so well that enough exhaust isn't being pulled into the EGR area and heating this sensor? Or maybe the sensor is just broken or not wired correctly? ??

Jay