Yes. You are missing something. Patience.
One big install is one big fail. I see a train wreck if you throw all of that stuff on the car at one time, load a stage 2 OTS map and go WOT.
Slow down. There are a hundreds of things that can go wrong in doing mods. If one of them happens when you slap a bunch of stuff on the car all at once, you'll be chasing down false rabbit trails and getting very frustrated. It will be very, very difficult to troubleshoot the problem, which could be just about anywhere.
What year model is your car? How many miles are on it. Is it still in warranty? Have you had any service issues. Is it running well? Do you have any diagnostic data on the car, such as prior testing for boost leaks, compression, etc.? You want to make sure the car is in tip-top condition and ready for what you have in mind and that your parts are compatible with your model year. (Gen 1 or Gen 2 -- they have some significant differences.
A better plan would be to start with the pump internals and stop for awhile. They are mandatory for the AP and, IMHO mandatory, to run an aftermarket high flow downpipe.
Once they are installed, run with them for a while to make sure all is well. You can hook up the AP but only on stock tune, stage 0. That way you can check out the pump and make sure it is working properly. You can't imagine the number of problems people have with HPFP install screw-ups. It's simple, but how are you going to know you did it right if everything else is done at the same time?
Once the pump is on and you are monitoring with the AP, take the time to learn to monitor and datalog. It's important to know how to do that, as anyone who you want to help you with any issue will immediately ask you for a datalog to examine what is going on.
Then go with the SRI and the TIP if you must, although IMHO TIP is a complete waste of money on stock turbo other than being a noise maker.
Drive the car like that several weeks and work out the kinks of your mods and get good at logging, still on stock map.
Then, you're ready for stage 1 map and learning to tune. With AP you will need to learn how to correctly do a MAF calibration, since an accurate and safe tune is built around that.
Once you get the hang of all that, have driven the car for several weeks, and feel confident that everything so far is good to go, then do the mounts. I don't know how many you have or where you are sourcing them, but they will introduce vibration, perhaps a lot of it. Just inserts or new mounts. Inserts are mostly a waste of time and money. Those vibes could mask your ability to troubleshoot problems by sound, so that's why I suggest waiting until this point. Plan to bump up your idle rpm at that point maybe +200 rpm to help with that.
At this point you want to recheck all the work you've already done, especially hoses, clamps. You're maybe a month or two months down the road in your modding and everything is working as intended and smoothly with good logs on a stage 1 tune.
Now you're finally ready for the downpipe. Forget about the catback, return it if you can or sell it. It will not make power on stock turbo, even with a tune. It will only changes sound unless you're building more than 300 whp, which is at the upper end of maximum bolt-on's on the stock turbo, and then only with custom tune and E-85 fuel blends.
If you insist on the catback, go ahead and install it with the downpipe. Just make sure that everything else is running smoothly first and make sure that you do not have any exhaust leaks and have not messed up your 02 sensors, especially the front one which is the wideband.
Finally, you're ready for stage 2 tune. At that point, I recommend that you get with a reputable e-tuner to help you with that. You might want to head over to mazdaspeed forums board and consult with any of the excellent e-tuners over there and get someone to help you who knows what they are doing. I think you'll find that all of Cobb's OTS maps are just a starting point, that they will have to be customized and tweaked to your particular car and the way your mods interact with each other. That custom tune at stage 2 level will come at the end of the process.
Do whatever you want with your pile of parts. It's your car. But my advice is to slow down, do this deliberately in spaced stages. You will encounter issues somewhere along the way. Everyone does. Take your time and you'll really be pleased that you did. Others may have different ideas about the order to proceed, but upgrading that pump is the building block for everything else in your plans to run stage 2 tune with big high flow downpipe.
Good luck. Oh, in case I forgot . . patience is a virtue.
