An o2 sensor is an o2 sensor, as long as you don't buy bottom of the bin, you'll be fine. The o2 sensor doesn't change anything, it reads what its presented, the PCM changes things, o2 sensors are really stupid.
As for the code, of course you're going to throw a code, you hollowed out the cat, no real reason for it either, unless it was clogged beyond belief and was causing problems. The code is going to be for your downstream o2 sensor, just take it to autozone or something and have them read the codes. Just ignore any o2 codes regarding sensor 2. Also, maybe don't mention you hollowed out the cat, its kind of illegal.
As for smelling gas, if it only started after after you did this exhaust work, then you didn't seal what you did well enough. You'll need to go back and fix it. The reason you're smelling it, if it is coming from the exhaust and not an injector or fuel line, is due to the deathflash and the slightly rich condition present. The 'deathflash' ******* ignition timing, put simply, as a result more unburnt fuel than usual is escaping from the exhaust instead of being burnt. There is nothing you can do to fix that other than getting a tune. However thats not to say that the vehicle is operating in a way it shouldn't.
I just got done swapping engines in my truck. I wanted to hear it run without the headers on, straight from the head to atmosphere, let me tell you, it was loud as **** and blew a ton of fuel out the exhaust. Its not due to the lack of o2 sensor either, it was running in open loop mode and wasn't using the sensor input anyway. Once it ran for a minute it quieted down and got pissed about the o2 sensor. But I have the deathflash, just like you, and my exhaust still smells a bit like fuel even though everything is hooked up and the truck is happy with the o2 sensor readings.
