Is the cat on the same side of the engine that you are having the misfire issues? If so, the cat was probably destroyed due to running too rich on that side of the engine. Unburnt gasoline enter the cat from the cylinder (s) that were misfiring resulting in the cat over heating and self destructing. You need to find out why you have the misfire or else the new cat will suffer the same fate as the old one.

One place to look is the DME. There was a guy on another forum with a BMW 540 M62 engine that had a misfire until he looked at the DME. The ignitor circuit was toast.

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