You could get a header and put a second cat on, or sim the signal/move the sensor back/etc. Otherwise you could try finding a used OEM manifold in better condition.

Beyond that you're pretty much stuck.

Your options are:

A) Get a new/used OEM manifold with the aforementioned integrated precat.

B) Get an aftermarket header (I think OBX has one, Hotshot used to til they went off the map, SSAutochrome may have one too) and put in a universal cat in the piping before the second O2 sensor. This is the idea you brought up.

C) Get an aftermarket header and either move the second O2 sensor behind the main cat (underneath the car), sim the signal, or use a defouler to trick the sensor into reading clean.

Cats aren't cheap, so option C is the cheapest method. An aftermarket manifold in decent condition is going to be $100 at the cheapest, and a decent cat is usually $75+. Going the cheapest route will make the exhaust a little louder, though.

You need to put the cat in anywhere after the header and before the second sensor, which is underneath the car. You'll probably have to put it in almost immediately after the header, which could cause some clearance issues with the bottom of the engine.

You'll have to eyeball how much room you have before the second sensor.

IMO, the inlet/outlet should match the piping diameter of the midpipe, which is probably just shy of 2in (I know it is on 00-06's) - that said, '00-06's have a ~2.5in cat on ~2in piping, so take from that what you will. Take off the midpipe and measure it to be sure. Presumably you'll be cutting the midpipe and welding in the cat somewhere along it.

OBDII is across the US, not just Cali. That's why I find it odd that there's no cat underneath the car stock.