There are 3 catalytic converters on the 02 WRX.
One on the UP PIPE and 2 on the DOWN PIPE. The one on the UP PIPE can shatter under large volumes of exhaust, and this causes little metal particles to travel through the turbine wheel. Sometimes it's not an issue, but most times it's a big deal and the turbo suffers. You should take off the turbo and examine it. If it moves freely, there are no scars from metal, there isn't shaft play, there is no oil leakage, and no metal scraps in the turbo, then you can rule that out. But more than likely the turbo is done.
My suggestion at this point? See if Blouche can rebuild it with a 19T compressor wheel, and get a turbo back exhaust and a tune.