What would destroy the engine? The headers are being installed right now and should be done by this afternoon. You have me worried now.
Having a poor O2 sensor connection can and will cause damage to the engine. All you need to worry about is making sure the O2 sensor harness has good connections with the sensors. If they are good to go you will not have any problems.
When you get a tune for longtube headers they will turn off the rear O2 sensors to prevent the check engine light. Without them turned off your ECU will expect to see the factory cats, and even with high-clow cats they will read too low and the ECU will throw a check engine light.