One the way home tonight the exhaust suddenly got really loud on my 1995 945 non-turbo. (Bosch FI w/ EGR). Looking underneath, there's now an open port just forward of the catalytic converter/header-downpipe union. I think I lost the O2 sensor. Anybody else ever have this occur?

Screwing in a new sensor is easy enough, but,

1) I don't feel threads in the open port - it's more like a uniform, round hole. Am I missing a pressed-in threaded fitting? Will I need to tap threads?

2) Where is the O2 sensor wire? I didn't want to lay down in the snow and I couldn't see it from either the top or bottom of the car.

3) It seems really weird that the O2 sensor would just fall out! Is it more likely that I lost a threaded plug for a spare hole in the downpipe?

Thanks for any comments.