Definitely go and get an engine tune plus boost valve. That is the only thing (besides a bigger turbo) that will add power. Whichever supplier you pick, you will notice the difference from stock.
Install the improved intake kit (machined aluminum) from either Diesel Freak (called: intake connection kit) or Calibrated Power (called: grid heater hold down). Same purpose, different name.
The rubber boot on the intake will come loose 100% of the time every time and boost will drop.
As for the catalytic converter, eliminating it will not make a difference on power.
Also, going to a bigger exhaust has no noticeable impact on performance. Removing the muffler will also not make a noticeable difference in power, but makes the machine a very tiny bit louder. However, the muffler also has a spark arrestor built in.
Do not mess with the intake grid heater. It also does not restrict flow. It makes sure your machine breaths warm air at startup when outside temp is below 45F (and diesel does not condense inside cylinder walls). I say 45F because my 2022 diesel pickup has a few seconds start delay (for the intake heater to do its job) at about that temperature.
Members on this forum are reporting 10K, 25K, even 40K miles. Well maintained and cared for, the machines will last years.
Hoping this helps.