sorry not much help on the header issue, but was the code for an upstream or a downstream sensor? one way to reset codes is to disconnect the battery and turn the key to the on position so it drains all residual electricity from the system, let that sit for about 10 minutes then reconnect. they should reset automatically if the problem was in fact fixed. also what make of o2 sensor was installed? i know these trucks are quite picky on o2 sensors and many have had problems with Bosch 02 sensors. i cant guarantee which bosch sensor it was (universal or direct OE ones) that caused problems for people. make sure the connector looks good too, these are older vehicles so corrosion is a serious factor and brittleness of plastics.
hope this helps sorry not as knowledgeable with the v10s. 95 would have been obd1 and 96 would have been obd2 so it may have something to do with 02 sensor placement/thread bungs maybe? the heads were the same both years so bolt pattern wouldn't play a part, maybe routing for clearances of electronics, but the engine bays are really similar between them.