Where do you suggest connecting the power for the O2 heater? Obviously, it needs to be "Hot" when the key is turned to "Run" Hot in "Crank" is probably a bonus. But it needs to be a dead circuit in "Accessory" and "Off".
Here's the pigtail that fits my 4-wire O2 sensor. The wire colors are different from what the sensor uses, but it's easy to figure out what does what by looking at the position in the connector
body.
www.amazon.com/gp/product/B074F3VWJP/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1
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I tied the two ground wires together, heater ground and sensor ground--crimped and soldered to a black 12-gauge extension wire, sealed with black adhesive-lined heat shrink tubing, and added a ring terminal on the end. It's on the thermostat housing stud with some of the other ground wires.
Added a one-wire Weatherpack connector to the purple signal wire, plugs into the stock harness just like the pigtail you linked-to above.
I'm not thrilled with the idea of soldering into the power wire for the HEI, but unless I get a better idea that's where it's going. The red wire got a 16-gauge extension also in red, crimped, soldered, and sealed with red heat-shrink tubing that has hot-melt adhesive on the inside. Then I attached a fuseholder (ATC), and that'll get attached to whatever power source I select.
Drove it about 15 miles; even without the heater powered, I got valid readings once the exhaust heated the sensor. It was sometimes but not always falling out of closed-loop at traffic lights.