How many miles on the O2 sensor and cat? Is your cat gutted?, If not, perform a temp test on the cat (decently reliable method, not the best, but should suffice). Warm the engine up, then high idle the engine for 3 minutes at 2500rpm. Put a temp probe at near the inlet and outlet of the cat. The temp change should be at least 100* hotter at the outlet (compared to the inlet). Regarding the O2 sensor, if the response speed it too slow, the sensor will not respond fast enough to help the cat work efficiently. I use a lab scope to test O2 sensors, 10 minute test, but if you don't have one, your best choice is to calculate millisecond response using the update rate of the scan tool and the O2 crosscounts. Is your EGR working or blocked off? The EGR system will affect NOx at 25mph, but not at 15mph. The reason is the EGR does not function in second gear, so it relies on the cat and O2 sensor to control NOx. But when you're in 3rd gear, the EGr will affect NOx results. A good working cat can control up to 1500ppm of NOx. Never expect a zero NOx result.