Your new intake doesn't really pose any less restriction than the OEM one did, as long as you're operating at lowthrottle angles and less than 3000 RPM.
If you want to test that, find the max flow of the old OEM intake system with the most restrictive filter on the market. (This will give you a better chance of being right).
Then, make a graph which compares actual airflow of the engine (assuming 100% efficiency) with engine speed and throttle angle (3d graphing).
And find the plot points that line up with the OEM filter/intake's flow capacity.
Now, test the "new" intake that you've made. I bet you'll find that they pretty much align on the same plots until you get over 70% throttle, or over 3000 RPM.
You can build a simple box around your exhaust manifold using the OEM heat shields that will pipe hot air over to the filter without fully enclosing it. If you want the filter at the end of the intake pipe, the filter is normally the place with the greatest turbulence in the intake tract, not counting the throttle plate and places in the intake manifold/plenum, so if you're going to step down, that's the place to do it.
Any bend in your intake tract should (be larger diameter than the straight sections) allow for expansion due to pressure drop on deceleration of flow, while keeping flow attached at the outer walls of the intake piping for the best torque curve available from the design choice.
If you're using 4HP on a 30% duty cycle (You're using the heater 30% of the time and using residual heat the other 70%) and 10 HP to move your car at a steady speed, you're now using an average of 10*1+(4*(3/10)))/2 to maintain your speed and current intake temp.
The formula works out to 11.2 HP.
What this means is that you're using 10+ percent more HP now to maintain that speed and intake temp than you would be using if you didn't have the heater in the intake tract.
This means that you have to overcome another 1.2 HP loss before you make up for pumping losses. The extra load on the engine produces (marginally) more heat in the exhaust, which again is just wasted energy.
This isn't taking into account the closed loop operation or extra time spent in lean burn mode, this is actually assuming a basic engine driven at a given speed for a given output.
The formulae to convert units to account for the potential of leanburn operation and closed vs open loop mode would probably just make us all annoyed.
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