Is the header contacting the block (usually near the bell housing) - if no - it just plain wont fit.
Also - connecte the header to the block and THEN connect the cat to the header.
Trick on the EGR cross over - cut the studs off where te cross over connects to the pipe behind the head, and then drill and tap the stud remainder and use bolts to hold the EGR cross over in place. This allows ya to get everything in place easier.
Also - use an OEM gasket. Cut off the heat shield if you have to on the DT. The LC ones allows use of the OEM gasket.