The weapon R's have their own y-pipe which I think is the only one you can use as they have slightly different outlet anngles than the stock headers and MSDS's. But that's OK as there y-pipe is great anyway.
You could sell the y-pipe you have and use the full WR setup.
The fact you have OBD1 can be addressed by blocking off the lower two O2 ports with short bolts. The EGR-pipe mod is an easy fix for anyone with mechanical know-how