Civic VX aftermarket headers and emissions

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I bought my VX with aftermarket ebay headers on the stock motor. I also have an exhaust mani with cat from a CRX HF plus the A pipe, which Im told is the same as the VX. Im about to replace the o2 sensor and wanted to know if i should also swap the aftermarket headers for the stock ones. Ive read on here that the VX CX and HF cats are designed the way they are to help with emissions and fuel savings. Ive also read about other members who have aftermarket headers and cat setup like the SI or DX. How do they do during emissions time? CarFax and the previous owner confirm that the car has failed numerous times. Thanks in advance for all replies.