o2 sensors

Hello everyone I am new to the BMW family and so far i absolutely love the car. i have the 2001 525i however i have had to do a little work to the car after purchasing. I am stuck on the o2 sensors. the car has catless headers there is one o2 sensor that in unhooked with a female connector on it. that needs to be replaced anyway. I have ordered all 4 sensors am stuck on the front sensors. there is already 2 sensors plugged into connector sitting on the top of the engine. however i found another female connector coming from wire harness in between engine and ecu box any sight on this will help a lot i am in NYS and needs to be inspected soon.