You might try checking for an exhaust leak the old fashioned way. Stick a potato in the exhaust pipe and start the car. Don’t rev the engine, just start it. If you hear a hissing sound and the engine is still running you do, indeed have an exhaust leak. I’d suggest the flex coupling between the engine and the cat as you may have finished it off when you replaced the cat or possibly the cat’s seal itself is a mis-match.
If the engine dies right away with no hiss, then there is no exhaust leak. Restart and rev engine and the potato should come shooting out the pipe. If that happens, the likely problem is that the cat you bought is not as good a muffler as the original equipment cat. You choices then are, ignore it, replace the muffler or add a additional bullet-style muffler between the cat and the muffler.