You only need mods if you want to go further then just stage 1. If the stage calls for a TBE then you need to go with a TBE as its been set for those mods...
Im not exactly sure how it is with your car, but with the mazdaspeed3, you can get away with having a catted dp and a stock catback.
With the mazdaspeed3, an aftermarket catback doesnt help much since our stock catback isnt really a restriction.
I have heard from word of mouth that the map for catted downpipe/tbe should work just fine with a catless downpipe, racepipe, and factory cbe. at least thats what I'm gonna run if I dont get a cp-e standback when spring rolls around