You might find your new exhaust box provides a greater back pressure, presenting an environment where there is a build up of gases that the O2 sensor will pick up. As the engine tries to change the fuel input to adjust the gas output to the correct level (maintaining the correct fuel to air ratio - stoichiometric rate) it invariably can't cope with the rapid changes or can't control the fuel input quick enough to maintain an average stoiciometric rate and flags up a faulty sensor. So rather than pointing to a particular component going wrong it will point to a condition that the ECU can't control.
It could also be a clogged sensor. The o2 sensor heats up to around 316'c and when o2 passes over it, it compares it to outside o2 and the difference produces a voltage. If the sensor becomes coated in carbon as it can do with poor fuel quality, or higher back pressure this can also throw up faults. Equally the loss of pressure can also create issues. As the probe needs to warm up to full temp the lack of pressure means the probe isn't getting immersed in hot gasses to heat up.
Try turning your engine on for 10 minutes to warm up. Reset the codes then give it some beans. If the code comes up again immediately or you can't reset then it's too much BP. Turn off your engine and leave to cool for an hour then start again. If the code appears there will be too much back pressure.
Has there been any noticeable difference in power of the vehicle, loss or gain?
Sorry for the late reply. Been viewing loads of posts last night. Report back your findings and good luck.