I can't speak for Euro spec versions, but I know for a fact that all North American spec versions were equipped with O2 sensors. European 16vs were available with or without catalytic converters and I don't know if this applied to O2 sensors as well.

That being said, the picture in your other thread suggests to me that your car should be equipped with an O2 sensor. These are generally located under the passenger seat updraft of the catalytic converter.

A faulty O2 sensor, or lack thereof can result in all kinds of drivability issues.

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'94 W124.036 249/040 leder; 8.25x17 EvoIIs
'93 W124.036 199/040 leder; 8.25x17 EvoIIs, up in flames...LITERALLY!
'93 W124.036 481/040 leder; euro delivery; 8.25x17 EvoIIs
'88 R107.048 441/409 leder; Euro lights
'87 W201.034 199/040 leder; Euro lights; EvoII brakes; 8x16 EvoIs - soon: 500E rear brakes
'70 R113.044 050/526; factory alloys; Euro lights