how did it RUN, both before and after the changes? I'm assuming OK, if it's just a catalyst efficiency detection issue.
If so, do you still have the old O2 sensors? I'd be trying different combinations of them in the primary and secondary positions. The ECU wants to see a difference between the 2 O2 sensor outputs - this indicates the first cat is oxydizing some unburnt fuel. (guys with headers and no first cat often play with the sensor positions to achieve this difference between sensors. Was that a p0420 catalyst efficiency or P0421 warm up catalystefficiency error we get on the headers??? I'm thinking the first cat is the "warm-up catalyst" put real close to the engine so it heats up and works quickly)
Since higher O2 concentration gives a higher voltage, and new sensors tend to be slightly more efficient, I'd try an old sensor in the second (bottom) position. How long does it take for the light to come on? Might take a lot of time to solve it that way without reading the ECU errors pending.