Did you pressure test the system? You changed both O2 sensors? The sensor that is throwing that code is the one in the passenger side exhaust manifold. The rear O2 sensor in the midpipe wouldn't register that code...what do you mean when you say the "fuel air mix sensor?" If I had changed every possible part and eliminated all possible "normal" reasons for a lean code, I would start to suspect the aftermarket mods. Is the K&N filter a full ram air intake or is it just a panel filter in the stock airbox? The intake could cause that code if there was something wrong with it or if it wasn't a WRX specific intake. If it's just a K&N panel filter, I wouldn't think twice about it because there's no way it could cause a lean code. I would also wonder about the intercooler...if you aren't tuned for a FMIC it would not be especially surprising that your fuel trims would be out of spec. That's about the limit of what I would know to troubleshoot without delving into the ECU via Tactrix cable... maybe Donkey or Testes1010 will reply to this with a more scientific approach.