New catalytic converter on Suzuki Sx4 leaks at connection to header

I’m working on my friend’s Suzuki Sx4, 2007. I diagnosed the front CAT as the problem, ordered a new one, and installed it.

The car starts up and sounds okay until you give the engine some gas. Then it sound like there’s no exhaust system. There is also visible smoke that leaks between the header and the new CAT.

The new CAT is this one https://www.amazon.com/gp/product/B06XZHG99Y/ref=ppx_yo_dt_b_asin_title_o01_s00?ie=UTF8&psc=1

There’s that triangular part which I assumed is a gasket that goes between the header and the CAT. I wasn’t expecting that because there was no gasket on the old one, but I went with my intuition when installing it.

Do I just need to crank down harder on the bolts or is there some trick to getting this gasket to seal? It’s pretty hard and rigid for a gasket. It didn’t feel like it would form a good seal, and it didn’t.

Any help is appreciated!

EDIT:

So I just realized… I haven’t reinstalled the O2 sensors yet. I haven’t gotten them off the old CAT because they’re so stuck. I figured I’d just get the new CAT on and deal with the sensors once I manage to free them. I didn’t think about the fact that I just left a hole in the CAT.

No wonder I have an exhaust leak.

I’ll try to to update again when I get the sensors back on.