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I'm not sure a home improvement store like Lowe's would have the proper size as it's pretty much a vehicle-specific size. If you want to buy locally, you'd be better off going to an auto parts store. The size/thread is 18mm x 1.5mm.
Do what Hammer said, just take an O2 sensor to Lowes or Home Depot and get a couple of short stainless steel bolts the same size. If you can't find any that are only 1/2" or so long. Get longer ones and use a hacksaw and grinder to cut them shorter and use a soft copper washer as a gasket.
BTW I believe it may be a metric thread,not a tapered pipe thread, so getting a plumbing pipe plug that fits right might be difficult.
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