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Hello, as your previous expert opted out I'll try to assist further.
The 2.0L WRX fro 2002 to 2005 has a catalyst before the turbo in the up pipe if this catalyst breaks up which it is prone to doing so then it can cause serious damage to the turbo causing a lack of power. This catalyst isn't fitted on the 2.5L.
Removing the catalyst is as far as most WRX owners are concerned a "must do" for this reason.
As long as no pipe work has split for the pressure side of the turbo including the inter cooler then you need to remove the up pipe and check the catalyst condition and turbo for damage. An example of the type of damage to the turbo is shown below.
The up pipe is a little awkward to remove.Alternatively if you can plumb in a pressure gauge you can check the boost pressure but be careful as if the catalyst has broken up you may cause more damage, from your description it may well be the pre turbo catalyst that has broken up damaged the turbo so giving no boost.
Let me know if I can assist further.
the car will run normally aspirated but I wouldn't as if you do you run the risk of further damage. Obviously if the turbo vanes have been damaged this will cause the turbo to be out of balance which may result in further damage. The thing is if it is only the turbine (in the exhaust side) that is damaged at the moment then no damage should have occurred to the engine, if the turbo fails completely then the compressor end of the turbo can hit the housing causing debris to go in to the engine with catastrophic results.
You need to investigate the lack of boost pressure first, as I said earlier make sure all the intake pipe work is OK and the inter cooler although normally if there is a split you can hear the pressure escape as the turbo starts to boost.