Not starting when cold could also be a bad ignition module/coil.
Which could show as lean to the O² sensor, and cause misfire codes - code(s) depending on how many bad/weak coils there are.
Random misfires could be a grounding issue, too (Calibers are known for this).
Running lean would heat up the engine.
Unburned fuel from a bad coil would heat up the catalytic converter.
But sensors first - they're cheap, "easily" installed, and probably at their end of lifespan anyway.
Have you tried starting it with your spare key?