There's definitely a short somewhere popping that fuse. Whether the o2 runs are connected together or not doesn't make a difference. Just means the short is on the harness before the connections. Which means a little harder to find.

Somewhere you have wires touching each other or shorting to ground making that fuse pop. I would be very surprised if the egs is shorted. That said, unplug the egs and see if the fuse still pops. If it does, it's not the egs.