First of all, why did you replace your OEM cat? Was it broken? rattling? blocked?
Usually when a cat converter goes it's just a means to show you that something else could be malfunctioning hence possibly unburned fuel reaching the cat...etc.
However, do not replace your o2 sensor or your wires. The P0420 appears as the aftermarket cat you bought does not perform up to the standards that your ECU expects it too. What you can do is add a sparkplug nonfuler to the o2 sensor to move it out of the exhaust stream and hence make the code not come up. (search up sparkplug non fouler on google and you'll see what i meant) However this is not really fixing something, just avoiding it. I had the same issue with my previous aftermarket cat, then it didnt pass emissions test/smog test, so i had to get another one from a local store in here called muffexpress(they sell on ebay as well). Didn't use the sparkplug nonfouler anymore and code never came up with the second aftermarket cat...its been since august and all has been good.