The o2 sensors "produce" a signal voltage they don't "get" voltage. The voltage supplies only the o2 heaters to get them "producing" a voltage faster as they need to be hot to work . Are you saying that the fuse doesn't blow until you connect any one of the 4 O2 sensors??

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1988 325is (purchased new) sold
2004 X5 3.0 2005 X3 2.5
2008 X5 3.0 (new to me)