IMO, the best solution would also be the most direct - recalibrate your shift points.
Installing a set of headers alone generally gives only minimal part-throttle power improvement unless you also recalibrate the tune in your PCM.
In most instances I've seen FE drop with headers. In some instances where the vehicle is very underpowered or undergeared, headers can improve FE during some driving conditions.
First I would determine conclusively if your trans is actually downshifting, or if your TCC is unlocking, or both.
In many vehicles you can use a switch to over-ride the TCC function and force it to stay locked while you are cruising. It must be unlocked for stops and accelerating from a stop.
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