You can buy an exhaust bung cheap and have a hole drilled to mount the first O2 sensor. Ptuning.com sells them. The part number is PTIN3735 and you can get 5% off with
This Link Trubendz sells a 2.5" mandrel bent exhaust for the V6 contours, but with a little work, they will also fit the Zetec models. If the ehxaust shop is making a new cat fit your car, then they can probably do the work to make the exhaust fit too.