I've been thinking a little more about the symptoms and have more questions.
You mention that the emissions test is showing around 0.4%. Is this CO %?
In the U.S. 0.4% is right around the allowable limit, and would indicate a rich air/fuel mixture, so making the mixture richer would make the problem worse, not better.
You mention that the problems started when you installed the cold air intake and straight through exhaust system on.
Does the cold air intake use the type of air filter that is oiled? If so, the oil may have contaminated the MAF sensor. Also, check to make sure there are no holes or cracks in the intake snorkel between the MAF sensor and the throttle body. Check to make sure there are no vacuum leaks by measuring manifold vacuum.
When the aftermarket exhaust was installed, was the #1 O2 sensor installed properly and its operation checked? Are you sure that there are no exhaust leaks?
Problems with the cold air intake and #1 O2 sensor could cause the symptoms.