There aren't any detrimental effects relating to installing a quality exhaust system, such as the Borla you are getting. You will notice a SLIGHT difference. Better response, at the very least.
The EM just adjusts everything to maximize the effectiveness of your modifications. If you get the exhaust first, I would put it in. One thing less to worry about when you are doing the AP installation/configuration. I don't know about you, but when I do my mods, I usually have to do them in a span of a few hours, so I don't have the time for mistakes or extensive amounts of modification.
If you have a free weekend to install everything, whatever your preference is, go with it.
However, I don't know much about the DP/UP stuff... I'll leave that to someone else........