I looked on the exhaust, and I saw a little hole that is closed up with a nut. Is that where the o2 sensor is supposed to go? See attached pictures.
When I called yet another mechanic, to price the o2 sensor (this one is an official UMI [united motors international] mechanic), he too told me that there are models without o2 sensors, and he has to see the car. Is there any reason that GM would build some models without the sensor? No "check engine now" light is lit by me - and I'd guess that one should be lit if the o2 sensor is missing.