Most oxygen sensors require a very specific heat range. The location of the sensor has a lot to do with what they report because the closer to the head they are, the hotter they get. The heater circuits (or lack thereof) used on the sensors are relative to their location on the header. They maintain a specific heat range so the sensor can report accurately.
If you can get a bung welded to your header where your old sensor was located, all your problems will be over.