Okay so I replaced the stock downpipe with the OBX catless. It gave me a CEL and I took it to get the codes run, it was the O2 sensors. I took it back to the shop and they swore up and down that they were on there fine and blah blah blah. So I took matters into my own hands and got down and dirty. I crawled under the car and looked in the back of the engine and behold. they had wired the sensors back in wrong (apparently the color system is not universal). I rewired them correctly and capped them off again. Pulled the negative terminal for a minute and started the car, the code vanished. Turned if off and back on a few times and it stayed off. It just now came back on a few hours later.

Now, I do have a cat-less system so first, could the missing cat be flashing the codes? Do I have to buy new sensors? (its $700 to get it done at firestone and I am worried if I take it to them they are going to try and make me replace a the cat and the sensors which would bring my grand total close to $2000.) I'm a college kid that kinda cash is not easy pickings and from the looks of it I could figure out how to replace the sensors myself (I have done a similar operation helping a friend swap turbos) So any ideas?

To use reddit lingo:
TL;DR error codes for 2002 2.4T FWD S60 are: p0030 and p0141

 

Those two codes are for the oxygen sensor but I don't think it is because of the cat-less pipe. P0030 code explained and P0141 code explained. If you are sure the wiring is correct, check that the fuse is good under the hood. The fuse panel is located near the air filter and it should be fuse #4 (20A). Post your results.

tl;dr: check the #4 fuse under the hood.