Just catching up here, some of this may be redundant. I genuinely am trying to be helpful but have a bit of a gruff writing voice.
1. Edge doesn't tune these cars, they sell something that adjusts the throttle response. This should not be installed on your car and should be recycled as e-Waste.
2. Your primary goal here should be preventative maintenance and familiarizing yourself with the vehicle itself. Fluid changes, wear-and-tear items, etc. This includes figuring out what modifications have been done to the car already (see point 3 below, though as noted we can also help with photos).
3. If you want to tune the car, this is a whole different can of worms. Your best bet on this front is to find a shop that you like and trust and is familiar enough with the Fiesta ST platform that they can tell you what's already been done to the car. Oakos in Sterling Heights or MAPerformance in Wrightstown WI are both reputable shops in your general neck of the woods, though in looking at their website I think MAPerformance may have been bought out by someone else.
Once you find out what has been done to the car, you'll want to find a tuner - there are many good ones, the three most commonly recommended on here as far as I know are Dizzy, Stratified, and Tune+. All of these guys are perfectly competent to tune your car and just depends on who you vibe with. You will want to contact them with your goals for the car - "daily driver but a little zippier?" "track car?" etc - and ask them what parts you should buy and install to achieve these goals. This will save you time, guesswork, and money. These people are professionals. If they say "buy this intake and this set of spark plugs and do not buy this intercooler," your job is to buy those things. If they say "jump," you say "how high?" From here it is a process of having the parts installed on the car and getting a tune installed via a Cobb AccessPort. All of this is going to be expensive. The "how much does that cost?" number is going to have a comma in it.
4. You do not pick up any power on this car with an exhaust unless you have a big turbo. If you are running a straight pipe with a catless downpipe (causing the p0420) and no tune, it is possible that you bought a time bomb and getting either a tune or a replacement catted exhaust should be high on your list of priorities. The stock exhaust is perfectly adequate, it just sounds boring. If you want better sound, get any of the 2.5" options such as the Cobb, Mountune, or Ford Performance, or, if you want the big 3" exhaust, shell out for the Thermal R&D. Most of the others are designed in such a way that they generate so much drone and pressure inside the car that it can actually damage your hearing. The Thermal R&D does not. The CP-E Nexus exhaust is better than most of the other options but not as good as the Thermal. I have also heard good things about the GReddy exhaust, but it's very uncommon and I have no personal experience with it myself. There are very in-depth technical threads about this.
Unfortunately, as this car has now been discontinued in the US for six years, aftermarket parts, especially big ones like exhausts, can be more difficult to find than they used to be - I believe Mountune and Ford Performance have discontinued their exhausts, for example, and the remaining options such as Cobb and Thermal are very expensive.