Are you sure the O2 sensors were replaced? Are you stock? What fuel have you been using?
You can find various reasons for high fuel with a google search (all mentioned above). The copper is probably from the oil cooler but it's not that bad.
http://www.bobistheoilguy.com/forums...Number=1683097
http://www.bobistheoilguy.com/forums...&Number=255524
-Dennis