hehe...i drove my daily driver (front engine 4-cylinder) to the parts shop w/o any downpipe, just short cast-iron header straight into the engine bay.
Nothing happened but it sounded like an airplane.
I also started my 930 w/o headers, you could see small flames coming out
It made
a lot of noise
My educated guess is that absolutely nothing will happend, bar the possibility that you get in trouble with law for excessive noise.