an O2 sensor will work anywhere in the exhaust, from the first 2 inches to the end of the tailpipe---------------I have seen dozens (maybe hundreds) of deals such as your talking about-------and almost everytime the problems are caused by some poor assed install work where there are sloppy fab or install work-----------you talk about slip joint header tubes collector length---------------your probably got some leakage along the tubes/joints and are sucking in air at slower speeds which then is sampled by the O2 as a lean mixture and the ecm self learn richens up the mixture to compensate----------of course tho, it could be a leak anywhere in the system where as the sensors aren't measuring it----------mass air flow, throttle body, idle air, map---or defect on a temp sensor---water, inlet air, etc----------