No mate, your engine won't suffer any damage, don't worry.
The only thing that rings a bell of concern is the primary O2 sensor fault code. That's the one next to the turbo and responsible for the bulk of the fuel adjustment.
It may just be a bad sensor, they only last approx. 100K miles and may need replacing, but 'no signal' is concerning. Perhaps the wiring harness got pinched or damaged during the exhaust work?
Don't want to teach you to suck eggs, but the way it works is:
Primary O2 does all of the fuel trimming. That's your idle and part throttle trims in VCDS if you have it.
Secondary O2 monitors catalyst efficiency and throws a CEL if the oxygen flow through the second cat is outside of expected parameters.
What most mappers do is turn off the secondary O2, which ignores the extra boost and fuelling a remap chucks down the exhaust, thereby removing the CEL and any MOT concerns. The OEM secondary cat is enough to get through the MOT (Stock downpipe has 2 cats).
What you've done by welding in a Magnaflow cat is a good move, but unfortunately it's not big enough but I suspect the main issue is a wiring fault with your primary O2.
When I had a project VW many years ago, I welded in a massive truck sized Borla cat into the downpipe and it only just scraped through the MOT.
The long and short of it is: Aftermarket cats just do not have enough surface area, let alone Rhodium, platinum and palladium content to reliably score a pass at every MOT. Only OEM cats meet that target.
Anyway, yeah get them to disable the secondary O2. It's normally a standard procedure with Stage 2 and above maps, but sometimes a stage 1 needs it enabling also.
FWIW, I have Revo Stage 1 with secondary O2 enabled, stock DP with first cat deleted and it's never thrown a CEL or failed an MOT.