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The P1411 and P1423 codes are really a concern only at smog-check time, otherwise they don't hurt the car.

Those insufficient-flow codes can also be due to a worn-out SAI (secondary air injection) blower/pump. It should turn on for perhaps a minute when the engine coolant is cold, its purpose is to blow additional air into the exhaust manifolds ahead of the catalytic converters, to get them working quicker after startup. The blower tends to be hard to hear when the engine is running, unless you are close to the passenger-side headlight, which is slightly above the SAI pump. They can go bad - I changed it on my Audi A4 within the last couple of years but it won't affect fuel economy or cause misfires. Your mechanic should be aware that if he finds a seized SAI pump (can be due to water accumulation) it may have blown the SAI fuse, and/or damaged the SAI relay.

As an aside, I've been doing routine maintenance on the A4, and found the SAI outlet hose loose where it plugs onto the pump (obviously my fault because I had done the previous work). Hopefully you have a simple issue like that.
 

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Just so that I understand this correctly, should my mechanic change the 02 sensor or not? My apologies, I'm not clear. I understand per you reply that he should do some trouble shooting first before he changes the 02 sensor?
If those are the original O2 sensors, they are around 20 years old now, and maybe wearing out. Four of them at $110 and labor at $150 X how many hours will be expensive. For comparison, my Audi A4 V6 has similar warm-up codes, typically for bank 1 (driver's side) despite changing all O2 sensors just a couple of years ago. After doing so the car ran better and the mileage increased enough to notice, but I still get that insufficient flow code. The problem is that insufficient flow can result from other things, such as clogged SAI passages which are awfully difficult to fix.

My thinking is that you, being smarter than the average bear, should buy a basic OBD code reader, from Harbor Freight, AutoZone, online, etc. to post them as you already do but avoid trips to your mechanic. As to your O2 sensor with the heater fault, I might skip that since the insufficient flow codes are going to light the CEL anyway, and a faulty heater won't have any effect on how the car runs. The rough-running is more important to solve at this point.

I'm kind of in the same boat with my A4; it has over 275,000 miles and has been needing attention. It is now my backup car, but I like it enough to put up with occasional troubles.
 
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