Hello I'm trying to put a side exiton and I'm trying to figure out if I have a O2 sensor before I do it here's a video https://streamable.com/ehvewy it looks like the bung is closed

 

There isn't one in the normal location (which is shown in your first pic), since the bung has a sealing bolt in it. There appears to be some cracking around the weld of the bung... you will want to fix that if possible. There may be a sensor on a primary tube up front close to the header flange... but if not, I would say you are missing the O2 sensor.

 

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Thanks there wasn't one after all, we were able to install the side exit and a afr gauge do we need to hook up afr gauge to the ecu? Or is it fine not doing that ?

 

It does not need to be connected to the ECU... if/once you have engine management, you may connect the wide band O2 signal output to the appropriate wire at the ECU to be able to process the signal and create the information to the ECU that will provide closed loop operation. Closed Loop operation will provide better fuel economy at idle and part throttle at a bare minimum... and at best, full-time closed loop operation can improve performance consistently and provide an additional layer of safety for the engine.