Blown fuse in this situation is highly likely from a short which has been brought up so I would go back and check everything you worked with step by step starting with the 02 sensor wiring.
You and use a multimeter, test light, etc if not available another way to check, ignition on, engine should not have to be running but do it that way as well if nothing turns up, move each wire around at the ends and anywhere they touch anything, fuse pops, there is the problem.
Let us know what you find, hope this helps
Rick
Test the 02 sensors first, no luck try all the other wiring in the area.
A loose plug somewhere will not likely blow a fuse, just cause a fault normally, a tiny piece of metal that fell into a connector could cause the blown fuse as well but it would keep popping all the time unless the connector is loose but then you should be seeing a fault code.