I'm not sure what you're referring to, the O2 sensor is mounted in the exhaust manifold. Are you thinking the VAF / MAF (vane AirFlow meter / Mass AirFlow sensor)?
The factory VAF is still there, there's an adapter on it to fit the cone filter. The stock J pipe is replaced with some plumbing/sewer fittings I believe.
There's no easy way to replace that sensor on this car, only reasonable way to do it is to go with a full aftermarket ECU that runs a more modern air metering scheme