Ok so I know of at least four people who have done this. I will also be doing this swap probably early next year. Gonna buy new wheels first.
ECS has the rear OEM Golf R bumper swap for over $1000 unpainted. Also the dealer costs less than ECS, but it comes painted. I don't have a price for that, but one person I know who did the swap got his from a dealer for over a $1000.
Exhaust is always separate. You will need a custom exhaust. You can use a Golf R catback, but only if it gets chopped up to fit. So it's not really worth it. I am personally just going to have a shop make me custom straight pipes. I already have a catless downpipe. So no, the Golf R catback will not fit without a lot of modification.
Also, I know of a CSG one for sale right now in Arizona. I'm not sure if he wants to ship though. $700, used OEM painted.