There are 2 O2 sensors. The first one is in the exhaust manifold. It is primary used by the computer in setting the air/fuel mix. The second one is under the car behind the cat. The computer uses this to compare to the first one, hoping to find a difference from the first to detect if the cat is actually converting. CEL code P0420 is defined to be that the second 02 sensor isn't different enough from the first, implying the cat isn't converting enough.
Some people have fixed P0420 with replacing O2 sensors. I had to replace the cat to clear mine. Some people have used spark plug anti-foulers to back the second O2 sensor away from the exhaust stream, tricking the computer into thinking the cat is ok (
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I never bought O2 sensors off amazon, wouldn't expect them to be worse than aftermarket from a car parts chain store