Car starts but engine stops soon after

[Lordblood]

Update:

It turns out that the wire clip end of the Oxygen sensor popped out of its housing, so it wasn't connected. As soon as I did connect it, the car started instantly and with ease, there was a significant difference in power, and the idle is super smooth.

I'm guessing that was the cause, but to be sure I'll change the sensors anyway. Mine seems to have 4 wires. When I order the new ones will they come with the clipped end and I just plug it in on both sides? Are mine heated?

Thanks for your help guys .