If the old Oxygen sensor was also a Bosch then replacing it by a Bosch sensor with the same number is not a problem. When the makes differ it could be or become a problem - usually complete with fault codes about the Oxygen sensor heater.

Without actually measuring sensor signals and exhaust levels I can't say for sure what is the problem. I have to rely on what you're telling me and by you're own admission you have not a lot of knowledge on injection systems and sensors.
It could be that it is the front Oxygen sensor that is causing the problems, or it's wiring.
I don't think you're cat is the problem. At least not yet, but the type of problems you're having (hesitations) could destroy the cat and they are expensive.

I think you should take it to a dealer or good independent garage.