Yeah the ebay pipe is fine. I ran one too, no issues. one of very few ebay parts I would actually endorse.
as for the 3-2.5 adapter, bring it by my house and I will tig it on for you. I might even have one I will get back to you asap. if not… and want to save a days time:
make sure you change the pull down and select 304SS $14 + about $5 shipping.
I will tig it on for $20.
Ohh and for the CEL for no cat… those o2 extension things are hit or miss. try it, if not save $80 for a magnaflow spun stainless cat and I can tig that on for you too.