Sound like the nightmare continues.
Posted on other, but sounds like coil packs could be the cause of several issues. Missfire and holding back defo sounds like coil packs, and could even be affecting what you think is lag (that might be electrical).
WRX should be on full boost by about 4K, and with and ESL map this should be reduced if mapped properly. So something is definately wrong.
Leaking header will cause lag as gasses are escaping before the turbine which will affect spool, but check the uppipe from the headers. These have a flex joint and they rust and blow badly. They are covered by a heatshield so not visably easy to see. By Every early classic I have had had a blow in the uppipe.
Dont over tighten the bolt in the headers it will strip the thread in the block. Don't get cheap gaskets they are crap. Get OEM 3 ply metal subaru ones and torque up the bolts.
Problem from memory is you have to undo the upipe which is bolted to the turbo in order to get enough drop on the headers to get past the studs and slide out the old gaskets.