Hey mate these cars are a night mare under the bonnent, they have all sorts of valves and different hose and wiring configurations from the factory.
It is the combination of the new exhaust and the CAI that is causing the car to hit fuel cut. You need to return the air box to std and monitor and controll the boost wich is hard because they have a VSV valve, and an electronic boost controller which limits boost in first gear so it is a bit more complicated then putting a bleed valve in the system to controll it.
You are better off pissing off the std computer and getting either a "link" piggy back computer or a full stand alone computer like a "haltech" or somthing similar, this will eliminate all of your problems and give you a nice increase in power.
Best of luck
Ryan