seems to be a common problem! I've had my '03 RX8 for 3 months now and I love it but this issue with a rattly noise and loss of power at anything over 5k rpm when the engine has warmed up is a problem. I thought it might be the cat to start with, had it looked at but was ok. Paying more attention it seems to happen more going up hill than down and doesn't happen when stationary. Against the advice of my local garage (who is also a mate) I've removed the cat and had a straight through pipe made, seemed good for a few miles, more power....... and then it started again, £150 for nothing so does anyone know what the hell it is?

 

There's a three page thread here
https://www.rx8club.com/series-i-trouble-shooting-95/noise-loss-power-202296/
I don't think it leads to a solution but eliminates some things