$2500 is ridiculous! The pump is located next to the fuse box and doesn't look much different to any 12V pump you would use to blow up an air bed. All it does is open two valves and blow air into the exhaust ports for about 30 seconds when the car is cold for emissions, then turns off and close the valves to stop exhaust coming back into the pump.
You may be able to install the block off plates on the heads, while leaving one of the air pump valves plugged in and disabling the applicable CELs. Just from reading around, people have mentioned that one of the valves has a 5 wire connector (other has 2), this valve contains an atmospheric pressure sensor and if this is unplugged the
ECU will go into limp mode. They suggest this is because the
ECU checks atmospheric pressure against manifold pressure before the engine starts to make sure there isn't a large difference.
But yeah, if you’re going to be getting a tune and exhaust soon, have a chat with a workshop.