I replaced the stock headers with headman headers, as a result, I had to remove and close off the EGR pipe opening and there is now no place to up the O2 sensor. I assume the engine's running on an open loop. Is there a way to reconnect or eliminate the O2 sensor and have the engine running on a close loop again?

You must have an O2 sensor in the exhaust before the cat to maintain proper air/fuel ratio under all driving conditions. You can have a "Bung" welded in place to do this do it somewhere before the cat but not in any ONE of your header tubes. You can do it anywhere between after the tubes come together "collector" and before the cat.

I just confirmed the programmed chip did not delete the O2 sensor, so yes I will have to reinstall it. I already ordered the parts. Fingers crossed.