I'm thinking about fitting a third lambda sensor just for the gas ECU to mine. A few folk seem to have zirconia sensors in an extra sensor bung welded to the Y-pipe.

Any particular recommendations, or just whatever cheap generic single-wire lambda sensor I can pick up? Would it be better with a heated sensor?

Mines got the extra boss welded into the RH downpipe with a Zirconia in it, just after the standard one. I wouldn't use a single wire as if the ground isn't perfect, it will skew the readings. As you are looking at a signal of less than a volt, even a 0.1V drop is going to have quite an effect so you want at least a 2 wire with the ground back to the common ground for the Leonardo. I've got a 4 wire in mine (with the heater fed directly off an ignition switched supply), an NTK intended for a Ford Focus as I found the cheapo eBay generic ones last about a year if you are lucky. To deal with volt drops, I took all of the grounds (solenoids, level sender, lambda sensor as well as the main ground for the Leo) back to a single soldered on connector at the battery negative.

Okay, I'll probably go with a four-wire sensor for a Citroën Xsara / Pug 406 since there are a couple sitting out in the yard at work with significant parts of the bodywork already removed, which I can lop the plugs off.

Wonder if the blend motors are the same? I guess I could ask the guys to cut the dashboard out so I can have a look :-)

I read somewhere that the 406 uses the same blend motors so might be worth grabbing them. Ours are made by Valeo and I suspect the Pug ones are too.