I've recently installed fi rtp, stillen g3 & invidia cbe...

At exactly 2k rpm, my gearbox give a little rattle or vibration which is very obvious during 1st gear & 2nd gear...

Is this normal?

^who knows. It could be anything based on your one sentence description.

'My car makes a sound. Is it normal?'

lol. little rattle or vibration? please be more descriptive. perhaps you can record a video of this and post it up for all of us to see.

I'm wondering if its actually the heatshields over the headers that begin to make contact with the headers once you reduce the weight by going from oem cats to TPs or HFCs?