Needs a turbo blanket and a better wastegate I think. That turbonetics has a small diameter inlet I guess. Still looks pretty good overall and as long as there is no boost creep it will be no big deal.
I would guess you just have a poor tune. THe altitude considerations should be minimal at best and not cause misfires. This is a A/F issue I bet.
Get a wideband on it when you can.
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Former owner of '99 CSVT - Silver #222/2760 356/334 wHP/TQ at 10psi on pump gas! See My Mods '05 Volvo S40 Turbo 5 AWD with 6spd, Passion Red '06 Mazda5 Touring, 5spd,MTX, Black