The problems you'll have if you fit a cat-back from one manufacturer and a downpipe from another (both of which would be designed to work with the remaining standard parts is that at the joint between the downpipe and cat back, there will most likely be a small section that will be the same diameter as the OEM exhaust, robbing you of a bit of power.
Now there's a couple of options open to you here...
1. Buy a Scorpion/Milltek downpipe that should work with their cat back and get a custom exhaust place (Powerflow/Cobra sport/etc.) to fit it - although the cost of the fabrication might take the total price up to the cost of buying the Remus downpipe anyway. Worth checking though, it'll either be a short section of pipe (introducing another join) or alternatively involve cutting either the downpipe or catback (or both) probably invalidating the warranty(s).
2. Or, as you say, bite the bullet and buy a Remus downpipe.
EDIT - just looked at the Milltek website. You'd probably not need to cut the cat pipe section as they have a catalyst downpipe and a connecting tube to the rest of the system. Probably very easy for a custom exhaust place to make up a pie to connect the 2.