Keith, Meabh here: I changed my pre cat sensor recently at 9000 miles due to a slow response signal and they do now have four wires. There is info on the net. As your friend says, they are expensive and cheaper ones can be bought - mine were £189 all told. As my engine is the Escape I had to be reminded that it is normally not in-line and bare that in mind when looking at videos.
BHM were very helpful as usual.
How did you know there was a slow response signal? What were the issues with your 4/4?