What DanR said (mostly).

The key is, you said it runs rough right from the start then runs fine when it's warm but the mileage is not so good. On cold start it's in open loop, the o2 sensors are still heating up so the the ECM runs your engine on a predetermined map based on coolant temp, air intake temp., etc... The ECM is not interactively adjusting your mixture and spark until all the sensors are online. That means, it is highly unlikely it is caused by an 02 sensor. Since your not showing any codes, that means that the problem isn't so bad that the ECM can't adjust. A scan tool should show you if your running rich in bank 1 or bank 2 or both. If the temp sensor (the one that feeds the ECM) has been replaced and is known good, I would bet it is a vacuum leak. These engines are known for them and EVERY single rubber item on that engine must be checked, carefully. You could have a intake manifold leak between cyls 1 & 2 like many of us have had.

DEWFPO
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1998 S90 077,400 and 1995 964 154,100