Ive heard stories from WRX owners claiming the same thing and most of them found it to be an exhaust leak in the up pipe causing a loss of boost. some of them doubled up on gaskets were it meets the turbo, they say when the engine flexs at WOT an normal driving it breaks down the gasket and it leaks. Others had an atmospheric BOV that they installed that was dumping the air out. good luck
Im having a problem just like yours with mine just when it happened i installed a FMIC and Headers/uppipe with a TBE all at once. my boost goes up and down at wot over and over and never holds. a Subaru tech near me is gonna look at it at the end of march, he thinks its neither of those problems but the computer sincing an over boosting happening and it decreases everything to get it back to factory. its like driving a car with a dimmer switch on my motor, its sucky!