The purpose of an oxygen sensor is within the exhaust system, not related to your HVAC system. The replacement of your blower motor controls may or may not be related to this repair. If it was performed by a reputable repair facility, I would contact them with warranty questions, and address the concern with inoperative controls. A malfunctioned heater core can lead to no heat, possible water in the floor board, and a mild "sweet smell" of antifreeze through the air ducts.
The oxygen sensor is not related to your heater, but reads exhaust gases.
If you don't have heat I would suggest that you take your vehicle back to where you had the work done and show them.
It is possible that you have a bad thermostat, which would be unrelated to the work done on the motor. You can usually tell if this is the problem because the temperature gauge never goes up very high.
〉 Answered on Jan 22nd, 2009 by Lori Johnson, Owner and Instructor at Ladies Start Your Engines