Everything is working fine as expected. You’ve got codes because you’re running catless supersprint headers. In the absence of primary cats, your o2 sensors think the cats are not functioning when you simply don’t have any.
Others here have avoided codes by relocating the sensors to the secondary cats. You can hack your existing and weld in o2 bungs or buying a set of secondaries that come with bungs.
Good thread with pictures:
https://www.zpost.com/forums/showthread.php?t=521081