Engine knock means you've spun a bearing or bent a rod or otherwise had some kind of mechanical failure. Since you continued to drive on it until it died, then almost certainly anything that touches oil is toast. This cannot be fixed by changing fluids, accessories, sensors, or anything short of removing your entire engine and replacing it with one that runs. I'm not sure why you'd get an 02 sensor code but driving with a check engine light on, and especially with knocking/tapping coming from under the hood is a good way to kill your car. Did you run out of oil? Usually a low oil level light will come on. When is the last time you changed the oil?

 

My check engine light was throwing a O2 sensor code, so I took it to figure out why. I have had issues with that the last couple of years and have been constantly getting it checked. The noise started the day after I had it checked again.
I didn’t run out of oil. I had it changed at the end of July and then again last Friday. I check it regularly to make sure it doesn’t get too low or too dark and make sure to change it if is is getting low or dark. And never had a low oil level light come on.
I was driving it very sparingly (it had only been a week and I maybe drove it twice) because I wasn’t told not to drive it, just to be careful.
I did end up towing it to a shop nearby and they confirmed that I need a new engine. It is now sitting in my driveway until I can come up with the funds to either replace the engine or get a new car, unfortunately.

 

Mechanics generally shy away from subarus because they look a little different from most vehicles. That said, if you have tools and obviously access to the internet, it might not be a bad project to take on to swap a new motor in yourself. You'll save a bunch of money that way, and get some solid experience. That's what I would do if my motor gave out today. (knock on wood - not rod bearings)