I helped a friend remove a failed O2 sensor (Bank 1, #2 sensor) from his 2000 Cali-spec I30 and when the sensor was removed, a threaded bung came out attached on the sensor. The threaded bung on the Y-pipe is still there and in fine shape. Basically this secondary bung threads into the y-pipe and then the o2 sensor threads into the secondary bung. The problem is this secondary bung is cross threaded on the o2 sensor therefore needs replacement. I've never seen such a part. Has anyone else run into this problem before? If so, do you know the part name or part number?

 

Common Nissan setup. You need to somehow get the O2 sensor out of the threaded piece or ask teh dealer to order you one. I am pretty sure it's not a commonly stocked item.