Could it be something known as MHP- Mental Horsepower?
I dont believe anything unless I see the numbers. Or quarter-mile times. Or in-gear acceleration times. Or dyno readouts.
Since you want an explanation:
(1) to (2) - you lost velocity by removing the cat. Ergo, you lost torque. Notice the cat has tiny perforations like a honeycomb. That increases velocity.
(2) to (3) - you lost velocity by going to a bigger center pipe. Hence, you lost torque.
(3) to (4) - you say that dia was smaller. You gained velocity, so you gained torque.
(4) to (5) & (5) to (6) - can't comment unless i saw the muffler myself.
If only you had changed the header along with all the other parts. You would have ended up spending less money & gotten more power. Unless your aim is to experiment, not unlike me.
The muffler is the least important part of the system. Although a bad design can still undo all the gains from the header.