^ agree, on those codes are for a bad upstream o2 sensor. Only go with NTK/NGK which is OE and your upstream is a NTK 23121 available from Rockauto for $32.79 or Amazon for $40.
Curious what brand fuel pump you installed and did you replace the whole assembly or just the pump? If a new o2 sensor doesn't solve your problems you can get a loaner fuel pressure tester for attaching to the fuel rail at most auto parts stores. Your spec is 49psi +/- 5lbs. Have even heard of some duct taping the gauge to the outside of the windshield so you can check the pressure while driving down the highway.
Not sure about the overheating but have you flushed the cooling system lately and is the 190* thermostat still good? Is your header cracked at the welds where the tubes come together which is a common problem on your 4.0? I had to replace mine on my 96 4.0.
I'm also running new 703's, which took quite a while to adjust, along with a new Bosch fuel pump assembly which works great. Good luck.