You don't have to buy all the parts from the same manufacturer, just pay attention to the exhaust piping diameter. People mix and match parts all the time. Your piping diameter should either increase in size or be one constant size. EX. You don't want to have a header with a 2.5' collector then choke it off by installing a 2' high flow cat. This would be a restriction.
The header and headpipe are sold as one unit, maybe that's why your having trouble finding it. Headers can come in either one or two piece designs though (like the Greddy).
Have you made a solid decision on going with a 4-2-1 or 4-1 header?