I just had to extend my new Denso front plug for my SD's. Your best bet is to extend the car side harness since it is copper and you can solder to it. If you've already cut your plug off your O2 sensor, you can use crimps, no soldering because they are stainless steel wires.
I ended up cutting the old wire at the sensor, and new wire at the plug and crimping them together. Only ran the car a little while to get it up to temps to test the headers, but it didn't throw a code.
Your aftermarket plug only has 3 wires? Factory has 4, but I think there is 2 ground wires.