I've never heard of the brand. I would recheck that.I recently bought a 2020 mustang gt from someone on the marketplace but he had put cross long tube headers and a cross extreme catback. He never tuned the car and I am wondering before I buy a tune what intake I should pair with it.
I'm surprised if the car isn't registering trouble codes with long tubes and no tune. Even cat back systems are sometimes enough to cause problems.
Did you have the car checked by a dealer or capable shop to see if it still had the original and untouched Ford computer program before you bought it? They would be able to tell you almost instantly.
I would be wondering if the previous owner didn't just tell you that it was never tuned because he didn't want you to know that the warranty is voided in such a case. Any aftermarket tune means an instant void of the 5 year powertrain warranty.
A CAI is completely unnecessary with only exhaust mods as it will gain you nothing. You would need at least an intake manifold, cams, or heads upgrade to make a CAI do anything at all for power.