....No error codes have ever been thrown in 35,000 miles. 
OK, thanks.
Does the Milltek still have the upstream boss fitting for the pre-cat lambda? The blue circles are for the main or post-cat lambdas, and the pink circle is for the pre-cat lambda, but I can't see the boss on the Milltek?

....They are both Milltek - the one below is a Cat-back. I'm afraid that you've completely lost me re terms such as pre and post-cat lambdas.
OK, pre and post-cat lambda sensors enable greater, more finer control of the combustion process. They also determine very accurately weather the actual catalyctic convertor is working. Cars which relied on just one lambda probe often had cats replaced when there was absolutely nothing wrong with the cat.
How to lambdas work. The first, pre-cat lambda probe assesses the quality of the combustion, as it leaves the engine, but before any "correction" to the exhaust gasses is carried out by the cat. The data from this pre-cat lambda is used by the engine ECU to adapt the fuel delivery rates injected, in order to achieve the "cleanest" combustion. The second, post-cat lambda has two functions, the primary function basically assesses the efficiency of the catalyctic converter (is it working as designed, or is it operating at a lower efficiency due to oil or lead contamination or physical damage, or is it not operating at all due to removal of cat!). Its lesser function also helps fine tune further the fuel injection.
If either lambda probe senses data beyond the prescribed limits, it will log a DTC, and also illuminate the emissions warning light on the dash!