Aw crap! Sorry to hear that, man. Maybe try ebay for a cheap header, or ask around for a stock manifold. I'm sure one of the turbo guys on this board would let their old one go for cheap or free. I have a CX manifold that you can have, but I'm sure you don't want it. It's tiny. If I could afford a header right now, I'd give you mine.

It might be a lot less difficult to replace it than to drill and tap it. Helicoils like to melt on o2 sensor applications if you can even find one that big. I've snapped off tons of bolts, and I know easy-outs won't help you with a siezed o2 sensor. Take your time, and don't damage those threads.

Put it in a vise, drill a medium-small hole through the sensor a mm or so away from the threads, and work that sucker over with a BFH, punch, and lots of penetrating oil.