I hate to break it to you but cat, dpf and egr make your car smokeless more or less. So if you get rid of these 3 your car will smoke more
1. DPF stops the least so in theory you can get passed MOT without it.
2. CAT stops more and you would not pass in m own opinion.
3. EGR recirculates a part of the exhaust gases back in, you car will give more smoke but the turbo charger will get fresh air only, this meaning colder air, this meaning better for the air/diesel mixture.
4.There are some idiots that get a sports cone filter and put it on, without taking time to route it so it gets cold air. Instead they just put it near the engine and they get hot air ... but ... i don;t have room to actually tell you all about it. I'm just telling them they are idiots and they would be better off with a panel filter.
PS: No, you don;t get de-cat pipes that look like a cat
you just get pipes ... as far as i know. Also as i personal opinion, instead of an exhaust get some good breaks
As an intercooler option you can try this :
Exhaust and metalic brake lines :
You could also try a better brake fluid and better brakes.
Don't invest that much in the exhaust, it will make no difference whatsoever