If it has been parked up for a while it could something as simple as a brake caliper sticking. When i had a caliper sticking it felt like I had 5 folk in my car along with a boot full!
No, there is no cat in the headers. Only the up pipe, down pipe and then a cat pipe. Altho I think the last cat in the system is removed in a PPP system... don't quote me on that tho
I had a slip jointed up pipe on my WRX, bought it from @savage bulldogs. Put some fresh heat wrap on it and it worked perfectly fine. Could hear it ever so slightly blowing on really cold days but stops after a minute or so.