Is the exhaust decatted? as mentioned condensation will form when the car is cold. if it clears when warm i wouldn't worry unless your loosing coolant or oil.
Should in theory be ok if your not removing all the cats, but its always worth getting it dyno'd after to make sure all ok. Most cases its fine but no way to be 100% sure without checking
i;ve got one similar to this in the top left part of the windscreen, i'll try and get a pic later.
http://www.halfords.com/technology/car-audio/stereo-fitting-accessories/autoleads-dab-film-antenna-smb-dab-aa1
Simple fuel pump, decat and map, then add in a panel filter and possibly a 3 port as savage says and your gonna be at the limit of the turbo. how far you go beyond that is really down to your wallet.