^^^ this. The second 02 just does a comparison between the per cat. Its to measure if the cat is working. To my understanding it does not play in any way to fuel mapping or anything else except if the CAT is working. You can get 02 bungs from shops to weld in. The EGR is harder unless you canabolize it off your old system. Its a weird thread type to match up. The bung just gets installed before and after in the welded on straight pipe sections.
2001 ZX3 2.0L Zetec-
Hatch Nation #42
Going through Rebuild See "The TICK Build Thread" for details (http://www.focusfanatics.com/forum/showthread.php?t=289168&referrerid=62897)