Mazda Repair: 90 mazda 929s, mass air sensor, oxygen sensors

Question
thanks for your previous answers, You're a good guy to take your time to do this and I guess you enjoy challenges as I do, so here goes: To begin with, the car runs fine, except for the 3mpg decrease in fuel mileage and a new very slight idle roughness. I'm wondering if a leaky exhaust valve could cause the check engine light to come on in an unpredictable way, erratically, but never above 70mph.  Does the speed it occurs at tell you where the problem is located? Do you know how the oxygen sensors work?  I know they generate a small current sent to the computer, am familiar with thermocouples which do that in response to temperature, but can't figure how the oxygen level would create a current voltage signal.  Any ideas? I've changed the plugs which caused one wire to create misfire at unpredictable times which seems odd since there is a metal conductor in the wires which makes me think it would occur all the time or at certain speeds. Replaced just that one.  Don't see any arcing when running the engine in the dark, though I suppose it could be down in one of the plug wells.   I also replaced one of the two oxygen sensors which had an open heater circuit with no result thinking if that was the problem it would have increased mileage by 1/2 of the 3mpg I am down. No change.    Then put back the other one with the open heater circuit and also replaced the mass air sensor with no result.  There was oil in the spark plug wells due to leaking head gaskets which I've tried to tighten with little or no success, but having cleaned that out when replacing the plugs I'd think it would have helped the mpg temporarily if it were interfering with the ignition.  It's a pain to do a compression check on a couple of the cylinders taking things out of the way to get at them.  Before I do that I wonder what the fuel rail pressure is supposed to be or if this could be due to the computer itself?  I'm about ready to try pulling off plug wires one at a time with the tach/dwell meter attached to see if a specific cylinder is the culprit, but waiting for your input.  I'll consider buying a Miata just so we can remain buddies if that would help.  BTW did you see the sign on the septic tank truck?  THIS TRUCK IS FULL OF POLITICAL PROMISES.  Thanks so much for your ongoing help.

Answer
A generally simple and reliable car.  Ignition, meaning plugs, wires, cap and rotor are the main areas to check for break down.  Low speed misfires, poor combustion, slight drop off in fuel efficiency, all this can be traced back to simple ignition failures so stay on that track and don't start guessing at other areas until these are all well addressed.  New wires new plugs new cap new rotor and you'll most likely get your problem and even if you don't you have ruled out a large portion of the pie.  Again, not my area of expertise so my answers are general ones given the history of all Mazda built Mazdas.