Check engine light on for sometime; Response to throttle sluggish

Hi,
This will be a slightly long post.Please bear with me. The catalytic converter in my 01 VW Jetta GLS was changed roughly 2 years ago by the previous owner and I understand it was not a genuine VW part.
Points noticed:
1. The check engine light has been on for sometime.
2. It used to come on and go "off" intermittently when I filled up gas.
3. It sometimes goes off after an oil change is done, but usually returns, first intermittently and then steady.
4. The fuel efficiency is roughly 30 mpg in the first few days after an oil change, but dips slowly week after week until the next change without too much of a change in driving conditions.
The code usually indicates area near the catalytic converter:
1.Late last year, VW diagnosed it as coolant temp sensor having failed and replaced it.
2.A mechanic saw "Cat below effficiency" and "oxygen sensor bank/ sensor no activity" and replaced one of the O2 sensors.
In the last week, the car seems to not respond when I try to go harder on the throttle, especially from low speeds, despite going to/ being on the lower gear.
Are they related? What would be suggested to do?