From memory the JJR split dump pipe has a seperator plate that is designed to protrude into the cavity if the standard turbo's exhaust housing to keep the gases of the wastegate seperate, you would of had to grind that bit off to fit if the GTRS came with a HKS T3 exhaust housing i would presume, the wastegate flap on the HKS exhaust housing protrudes further than the standard one, therefore it may be hitting metal and not opening fully, the proper HKS dump pipe is designed to allow for this, (see pic)
I would bet that dump pipe is contributing to your problems.