Sounds like you ordered the correct cat for your car, but it sounds like you don't have the original y-pipe on your car for some reason. It is my understanding the stock 85 setup has bolt on flanges on both ends of the cat... From your description I'm not sure if they're going to have a cat that is going to fit correctly, you'll probably end up just getting a universal cat w/ slip fit on both sides and having an exhaust shop get everything attached and welded up correctly...
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Ray87Z
-Vortec headed 350.
86 IROC w/ a cammed 305 TPI.
Formerly Ray86IROC.
www.inter-scape.com/Ray