Sounds like you've got a mixed-up set of exhaust stuff from different years. My '95 GSR has the O2 sensor located in the cat, but it's upstream from the catalyst material. So the A-pipe is a little shorter & it doesn't have a sensor bung. Later ('98?) they went with a longer A-pipe with the bung, & a shorter cat without the bung.

Maybe you gotta cut your losses & get an entire exhaust system from some single model-year. Pick the most expensive part, keep that, & get everything else to match that year.