diff between dp and header
 

Whats the diff between a downpipe and headers? Does it have to do with n/a vs. turbo?

A downpipe connects to the stock manifold on a NA; and the turbo on a turbo model. But they are different so don't try and put a turbo downpipe on an NA. If you have an NA; I'd reccommend a header. For a turbo; go for it if you can work around fuel cut and leaning out.

So basically, a full exhaust system without a header but with a dp, the stock exhaust manifold is the only bottleneck, but people do this on purpose in order to avoid too much boost? Do I have it right?

There's more bottlenecks than just the stock manifolds, such as the cats. Too much boost? Is there such a thing?