The check engine light is only for o2 sensor. When my heat didn't work, it was my thermostat. It didn't allow the engine to warm up. Of course it got a little warm, but not the 140F I get get out of it now at the vents.

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1984 300SD Orient Red/ Palomino
1989 560SEC
2016 Mazda 6 6 speed manual
1995 Ford F-150 reg cab 4.9 5speed manual