Not absolute but I prefer to buy made in USA.
Yes, you need a downpipe to use a stage 2 tune. Depending on the type of inspection that is performed, yes you will need a cat to pass. If they do an OBDII readiness scan, you could get away with catless but if they do a visual inspection (which all are supposed to, but some do not), you will fail. I'm not 100% on what's built domestically, but some good brands are Cobb, Perrin, and Invidia, they are the three most popular. Not to pry into your personal ideals, but you bought a Japanese car, why does the Downpipe have to be made in the US?