Could be downstream O2 sensors.
Either one is an expensive dart to throw.
Not sure problems but, I have heard that using one of the spark plug anti-fouling inset modified so you can insert the downstream O2 into it can sometimes trick the PCM preventing a cat efficiency code. I'm not sure if there is clearance or if it will work.
There seems to be some confusion in that area. Don't know if I would trust the Auto Zone test. If I suspected Cat failure or oxygen sensor failure I would take my SSR to a shop like Exhaust Pro's as they deal with these issues everyday and if you need new Cats or oxygen sensors they usually have high end replacements in stock. After all exhaust is all they do. That way it would be fixed right and fixed once instead of throwing parts at it until you get it right. Just my 2 cents and we all know what that is worth.