First, refill the coolant in both the radiator and the overflow. See if that fixes the heat problem.
As far as the O2 sensor, that wouldn't have anything to do with the heat. I need to know what trouble code he found that tells him it needs a sensor. If you hear a whistle noise, you may have a vacuum leak which will set a lean code. As a result, he wants to replace a sensor that is still good. See if you can get the code for me.
Next, if you are using a lot of coolant, first check for leaks. If there are none, then check the engine oil to make sure coolant isn't mixing with it. Also, I need to know if you are seeing white smoke from the exhaust.
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Thursday, January 9th, 2014 AT 6:33 PM