Did it ever occur to you to get an aftermarket exhaust? That would probably cost you 1/5 the price of the factory system. They both do the same thing, route exhaust gasses out the back of your car and quiet the sound a bit.
In some states(maybe all?) inspections require stock components.
Don’t think so. Maybe some localities. This aftermarket Magnaflow Catalytic Converter says it’s “California OBD-II legal; EPA and CARB compliant.”
Dunno if Volvo USA is this way, but in Canada, when you buy one, you call them, they register you (no matter how old the Volvo), then stuff like this is a phone call away.
These seem like pretty clear directions to me. How were you attempting to make it work?
Closed at the request of the OP. Radio now works fine.