Metal head gasket usually isn't going to leak except under boost unless there is severe head warpage. Head will warp to hell way before block. If it gets too hot all it takes is once. If it's drinking a lot of coolant that could be a problem but probably not too likely if it's not streaming a solid cloud of white smoke it's probably not drinking enough coolant to cause an issue. On a 4G63 it will not mix coolant and oil when it blows a head gasket 99% of the time. On a 95-99 GSX the fan is electronically controlled by the ECU. The reason you hear the fan turn off last is because the spark turns off first but the rest of the ignition power is on a 10ish second delay. My guess is it's most likely electronic related. 99% of the time if you take it apart in working order and put it back together and it doesn't work, you put something back wrong. Check for disconnected wires or melted wires. Did any wires get cut in the process of changing O2 housings? Tell us more about the car.