Hi
hope all are doing well, I have a 99 xj with an ax15 transmission which was 2wd. I had an oxygen sensor replaced.
when my father converted it to 4wd, he spliced the wires of the sensor and it drives fine, it doesnt vibrate or do anything suspicious.
I checked with an obd2 scanner it shows oxygen sensor is malfuncmalfunctioning with the code p0139.

Now I am confused as to what I should do.

FSM trace wire to splice your father made to verify it is correct. I only have '88' FSM so no good to you, but it is available on this site or someone may link it. If it is correct and specs right with multi-meter you may need new sensor, I suggest NTK/NGK if you can't find MOPAR ,go to their website and it will guide you to correct sensor.

It works well, that's what makes me wonder unlike before it uses to shake or vibrate so hard when I removed the sensor.

I will change the sensor with a new one

Let's play devil's advocate: If there's nothing wrong, why did you go looking for codes?

After my dad converted to 4x4, I was washing my car and I saw the wires were cut off. So it crossed my mind as to why it doesn't shakes or vibrates heavily. So I checked for the codes.

P0139 is a code for the downstream o2 sensor, which on a 99 is there mostly to look at catalyst efficiency, it shouldn't really affect how the thing runs much if at all.

questions::

There should be both an upstream and downstream O2 sensor. Are they both there and are they both connected to a wiring harness with solid connections?

With all the hacking and chopping going on are you positive the upstream sensor is connected to the upstream wiring and the downstream sensor connected to the downstream wiring.

You'll be able to sort most of this out by looking at the sensor voltages on your scan tool. If your scan tool doesn't show sensor voltage get one that does