Compression Cause a problem???

If you got lower compression pistons, then there is no reason to have that thicker headgasket. People usually put thicker ones on to lower the compression so they can handle more boost without re-building the bottom end with different pistons. However, it should still run alright, especially under boost, if it is tuned right. It might feel like a dog before the turbo spools, but it should be ok after that. I guarantee there are some other problems. First thing I'd do is get a stock head gasket back on it, then get that thing tuned right. And make sure you get the right one, the one you just bought sounds like it won't work.