The O2 sensor bung in the kit is supplied by AFI. But if you wish to get an early start, you can get a bung at any auto parts store or muffler shop. They are a metric thread, 18mm x 1.5 used in every GM and most all cars. Walker muffler makes one and it’s simply a big nut #36339. I also have a Napa number that any parts store can likely cross, #88103.Same sources will have plugs to block off  the port.

The bung should be within 1.5 feet of the cast exhaust manifold flange or in the collector of headers.. Best to position it within 6 or 8″ of the cast manifold flange of a TR6 and position it so there is room to screw in the sensor which looks like a spark plug with a wire harness hanging out. If you have a later TR6 with twin down pipes, the sensor can be added to the rear of either down pipe.