Are you using the Bosch sensor or NTK?
I'm a BS3 user but I don't drive my car on the street. I have alot of experience with both sensors. If you are killing O2's something maybe coating the sensor.
Are you using leaded fuel? Is your engine using coolant? Both lead and silica will render the sensor inop.
If the answer to both questions is no, where is the sensor located? it needs to be in the downpipe and not ahead of the turbo. It also needs to be clocked from 9 o'clock to 3 o'clock position. If the sensor is pointed down, condensation can hit the sensor and cause thermal shock. The sensor develops internal cracks which will kill the sensor.
Just my thoughts......not yours!!
Dave
BTW, I have figured out how to use the cheap VW/Bosch sensor instead of buying the BS3 (expensive) sensor.