If you're looking for a threading solution for your O2 sensor, there are a few different options available. You can either use Teflon tape, pipe dope, or thread sealant.
Teflon tape is perhaps the most popular option as it's easy to apply and provides a good seal. Just wrap the tape around the threads of the sensor before screwing it in place. Make sure to wrap the tape in the direction of the threads so it doesn't get caught on anything and cause damage.
Pipe dope is another effective option for sealing O2 sensor threads. It's a little more difficult to apply than Teflon tape, but it will create a stronger seal. Simply apply the pipe dope to the threads of the sensor and then screw it into place.
Thread sealant is another option that can be used to seal O2 sensor threads. It's similar to pipe dope in that it's applied to the threads before screwing in the sensor. However, thread sealant dries hard so it creates an even stronger seal than pipe dope.