I have REVO and down pipe done. Revo was my first upgrade. Not a single problem with it. No engine lights / sensor codes etc. This was regularly checked with VAG COM too. No engine warning at all.

Mine is set Boost 7, timing 6, and fuel 6 off my memory.

I would go with REVO first then do others... the amount of difference you feel with a chip is amazing... down pipe will spice up things a bit further.

Good luck.